+340.6%
STRL vs GRMN
+155.8%
+184.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.1% | -2.0% | -2.8% |
| 7D | +15.7% | -0.9% | +16.5% | +16.0% |
| 30D | -35.5% | +1.2% | -36.6% | -36.0% |
| 3M | -47.1% | -8.9% | -38.2% | -46.0% |
| 6M | -65.8% | +23.0% | -88.8% | -68.6% |
| YTD | -4.5% | +41.2% | -45.7% | -16.7% |
| 1Y | -10.5% | +47.5% | -58.0% | -23.1% |
| 3Y | +340.6% | +155.8% | +184.9% | +210.0% |
| All | +340.6% | +155.8% | +184.8% | +210.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded GRMN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling