+597.9%
GRMN vs URA
+266.3%
+331.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.7% |
| 7D | -0.9% | -1.5% | +0.7% | -0.6% |
| 30D | +1.2% | -10.4% | +11.6% | +3.4% |
| 3M | -8.9% | -29.6% | +20.7% | -2.1% |
| 6M | +23.0% | -40.3% | +63.3% | +36.6% |
| YTD | +41.2% | -25.5% | +66.7% | +47.1% |
| 1Y | +47.5% | -26.4% | +73.9% | +53.7% |
| 3Y | +155.8% | +31.4% | +124.3% | +119.6% |
| 5Y | +120.2% | +28.6% | +91.6% | +83.6% |
| All | +597.9% | +266.3% | +331.6% | +308.4% |
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