+261.4%
STT vs GRMN
+646.0%
-384.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.6% |
| 7D | +1.0% | -1.4% | +2.4% | +1.7% |
| 30D | +2.8% | -13.1% | +15.9% | +10.1% |
| 3M | +18.1% | +14.9% | +3.2% | +8.0% |
| 6M | +59.2% | +13.1% | +46.1% | +46.2% |
| YTD | +51.5% | +35.3% | +16.2% | +25.6% |
| 1Y | +75.7% | +16.0% | +59.7% | +57.2% |
| 3Y | +200.8% | +179.6% | +21.2% | +46.9% |
| 5Y | +155.8% | +75.0% | +80.8% | +66.7% |
| All | +261.4% | +646.0% | -384.6% | +4.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling