+2,623.2%
STZ vs GRMN
+6,910.7%
-4,287.5%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.3% | -0.5% |
| 7D | +11.8% | +2.3% | +9.5% | +11.3% |
| 30D | +26.0% | +2.6% | +23.4% | +25.2% |
| 3M | +11.5% | -5.0% | +16.5% | +12.4% |
| 6M | -2.0% | +23.1% | -25.0% | -6.5% |
| YTD | +7.9% | +42.9% | -35.0% | -0.6% |
| 1Y | +13.9% | +41.7% | -27.8% | +5.2% |
| 3Y | -35.8% | +160.7% | -196.6% | -48.5% |
| 5Y | -28.4% | +124.2% | -152.6% | -41.5% |
| 10Y | +7.1% | +684.8% | -677.7% | -31.0% |
| All | +2,623.2% | +6,910.7% | -4,287.5% | +1,239.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling