+14.2%
STZ vs GRMN
+41.5%
-27.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.8% |
| 7D | +4.9% | +4.7% | +0.2% | +4.5% |
| 30D | +20.9% | +3.4% | +17.5% | +20.5% |
| 3M | +8.0% | -5.0% | +13.0% | +8.4% |
| 6M | -5.3% | +18.6% | -23.9% | -6.9% |
| YTD | +5.9% | +42.5% | -36.6% | +3.1% |
| 1Y | +14.2% | +42.3% | -28.1% | +11.4% |
| All | +14.2% | +41.5% | -27.3% | +11.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling