+637.6%
GRMN vs URA
+361.2%
+276.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.0% | +4.0% | +0.9% |
| 7D | -1.8% | -1.5% | -0.3% | -1.5% |
| 30D | -12.1% | -0.4% | -11.7% | -12.2% |
| 3M | +18.0% | +6.3% | +11.7% | +15.6% |
| 6M | +13.7% | -14.0% | +27.7% | +16.5% |
| YTD | +35.3% | +5.3% | +30.0% | +31.0% |
| 1Y | +17.2% | +11.7% | +5.6% | +10.4% |
| 3Y | +179.6% | +109.8% | +69.8% | +115.8% |
| 5Y | +75.6% | +108.0% | -32.4% | +30.2% |
| All | +637.6% | +361.2% | +276.4% | +316.1% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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