+15.5%
STZ vs GRMN
+636.8%
-621.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.6% | +3.0% | +1.1% |
| 7D | 0.0% | -0.1% | +0.1% | 0.0% |
| 30D | +14.7% | +3.5% | +11.2% | +13.5% |
| 3M | +8.8% | -7.3% | +16.1% | +10.9% |
| 6M | +3.1% | +21.8% | -18.7% | -3.7% |
| YTD | +7.9% | +42.8% | -34.9% | -4.8% |
| 1Y | +14.2% | +46.5% | -32.3% | 0.0% |
| 3Y | -35.2% | +158.3% | -193.5% | -55.4% |
| 5Y | -29.6% | +122.6% | -152.2% | -49.4% |
| All | +15.5% | +636.8% | -621.3% | -42.1% |
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 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