+131.0%
GRMN vs UMAC
+508.0%
-377.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.4% | +5.1% | -1.1% |
| 7D | -1.4% | +3.3% | -4.7% | -1.5% |
| 30D | -13.1% | -10.4% | -2.7% | -13.0% |
| 3M | +14.9% | +1.8% | +13.2% | +14.5% |
| 6M | +13.1% | +40.7% | -27.6% | +10.6% |
| YTD | +35.3% | +90.9% | -55.6% | +30.8% |
| 1Y | +16.0% | +151.8% | -135.8% | +10.7% |
| All | +131.0% | +508.0% | -377.0% | +106.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling