+331.2%
STT vs GRMN
+6,966.1%
-6,634.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.8% |
| 7D | +1.1% | +6.3% | -5.2% | -1.1% |
| 30D | -1.9% | +7.6% | -9.5% | -4.7% |
| 3M | -7.6% | -7.5% | -0.1% | -5.3% |
| 6M | +16.0% | +21.2% | -5.2% | +6.3% |
| YTD | +36.2% | +44.0% | -7.9% | +16.5% |
| 1Y | +46.8% | +44.7% | +2.0% | +25.3% |
| 3Y | +177.8% | +160.5% | +17.3% | +83.9% |
| 5Y | +105.8% | +124.6% | -18.8% | +43.2% |
| 10Y | +197.6% | +651.6% | -454.1% | +36.4% |
| All | +331.2% | +6,966.1% | -6,634.8% | +1.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling