+1,970.3%
STRL vs GRMN
+74.2%
+1,896.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | +5.4% | -1.8% | +7.2% | +6.1% |
| 30D | -9.0% | -12.1% | +3.1% | -4.4% |
| 3M | -37.1% | +18.0% | -55.0% | -42.1% |
| 6M | +17.8% | +13.7% | +4.1% | +10.3% |
| YTD | +58.3% | +35.3% | +23.0% | +36.8% |
| 1Y | +61.0% | +17.2% | +43.8% | +47.4% |
| 3Y | +517.8% | +179.6% | +338.2% | +262.1% |
| All | +1,970.3% | +74.2% | +1,896.0% | +1,156.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling