+1.1%
STZ vs GRMN
+668.8%
-667.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.7% |
| 7D | +4.9% | +4.7% | +0.2% | +3.6% |
| 30D | +20.9% | +3.4% | +17.5% | +19.6% |
| 3M | +8.0% | -5.0% | +13.0% | +9.3% |
| 6M | -5.3% | +18.6% | -23.9% | -10.7% |
| YTD | +5.9% | +42.5% | -36.6% | -6.3% |
| 1Y | +14.2% | +42.3% | -28.1% | +1.1% |
| 3Y | -37.0% | +158.5% | -195.4% | -56.3% |
| 5Y | -29.7% | +123.6% | -153.3% | -49.4% |
| All | +1.1% | +668.8% | -667.6% | -46.6% |
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