-35.8%
STZ vs GRMN
+161.0%
-196.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.3% | -0.5% |
| 7D | +11.8% | +2.3% | +9.5% | +11.4% |
| 30D | +26.0% | +2.6% | +23.4% | +25.4% |
| 3M | +11.5% | -5.0% | +16.5% | +12.3% |
| 6M | -2.0% | +23.1% | -25.0% | -5.7% |
| YTD | +7.9% | +42.9% | -35.0% | +0.7% |
| 1Y | +13.9% | +41.7% | -27.8% | +6.5% |
| All | -35.8% | +161.0% | -196.8% | -46.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling