+16.3%
STZ vs GRMN
+628.7%
-612.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +1.0% |
| 7D | +2.6% | -0.9% | +3.5% | +2.8% |
| 30D | +15.2% | +1.2% | +14.0% | +14.7% |
| 3M | +7.6% | -8.9% | +16.6% | +10.2% |
| 6M | +5.3% | +23.0% | -17.7% | -1.9% |
| YTD | +8.6% | +41.2% | -32.6% | -3.8% |
| 1Y | +15.6% | +47.5% | -31.9% | +1.0% |
| 3Y | -35.2% | +155.8% | -190.9% | -55.2% |
| 5Y | -29.1% | +120.2% | -149.3% | -48.9% |
| All | +16.3% | +628.7% | -612.4% | -41.5% |
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