+9,423.5%
STX vs GRMN
+4,412.6%
+5,010.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.5% |
| 7D | -17.3% | +6.3% | -23.6% | -19.4% |
| 30D | -35.9% | +7.6% | -43.5% | -38.0% |
| 3M | -37.3% | -7.5% | -29.9% | -35.7% |
| 6M | -35.8% | +21.2% | -57.0% | -41.5% |
| YTD | +82.7% | +44.0% | +38.7% | +55.0% |
| 1Y | +71.6% | +44.7% | +26.9% | +45.4% |
| 3Y | +635.3% | +160.5% | +474.7% | +371.1% |
| 5Y | +483.8% | +124.6% | +359.1% | +295.3% |
| 10Y | +1,967.8% | +651.6% | +1,316.1% | +772.3% |
| All | +9,423.5% | +4,412.6% | +5,010.9% | +1,909.0% |
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 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