+203.1%
STT vs GRMN
+665.4%
-462.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.8% | -0.3% | +0.6% |
| 7D | +0.4% | +1.7% | -1.2% | -0.3% |
| 30D | -0.4% | +10.2% | -10.6% | -5.4% |
| 3M | -6.5% | -4.7% | -1.8% | -4.7% |
| 6M | +17.2% | +22.3% | -5.1% | +3.3% |
| YTD | +38.2% | +46.7% | -8.5% | +9.6% |
| 1Y | +49.3% | +49.6% | -0.4% | +17.0% |
| 3Y | +181.9% | +165.3% | +16.6% | +44.6% |
| 5Y | +106.9% | +130.3% | -23.4% | +14.1% |
| 10Y | +203.1% | +658.0% | -454.9% | -9.7% |
| All | +203.1% | +665.4% | -462.2% | -9.7% |
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