+140.8%
GRMN vs UMAC
+473.8%
-332.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.5% | +6.7% | +4.3% |
| 7D | +2.4% | -3.4% | +5.8% | +2.5% |
| 30D | -8.5% | -15.1% | +6.6% | -8.2% |
| 3M | +19.5% | -10.8% | +30.2% | +19.4% |
| 6M | +21.2% | +15.7% | +5.5% | +19.2% |
| YTD | +41.0% | +80.1% | -39.1% | +36.5% |
| 1Y | +19.6% | +116.7% | -97.1% | +14.5% |
| All | +140.8% | +473.8% | -332.9% | +115.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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