+131.0%
GRMN vs UMAC
+488.3%
-357.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.3% | +0.1% |
| 7D | -1.8% | -4.0% | +2.2% | -1.7% |
| 30D | -12.1% | -9.4% | -2.7% | -12.0% |
| 3M | +18.0% | +3.0% | +15.0% | +17.4% |
| 6M | +13.7% | +27.2% | -13.5% | +11.5% |
| YTD | +35.3% | +84.7% | -49.4% | +30.9% |
| 1Y | +17.2% | +136.5% | -119.2% | +12.1% |
| All | +131.0% | +488.3% | -357.2% | +106.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling