+644.4%
GRMN vs URA
+272.4%
+372.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.5% | +2.4% | -0.3% |
| 7D | +6.3% | +0.3% | +6.0% | +6.2% |
| 30D | +7.6% | -14.8% | +22.3% | +11.1% |
| 3M | -7.5% | -25.3% | +17.8% | -1.9% |
| 6M | +21.2% | -39.9% | +61.2% | +34.4% |
| YTD | +44.0% | -22.4% | +66.5% | +48.7% |
| 1Y | +44.7% | -29.0% | +73.7% | +52.1% |
| 3Y | +160.5% | +41.0% | +119.6% | +120.0% |
| 5Y | +124.6% | +38.3% | +86.3% | +84.0% |
| All | +644.4% | +272.4% | +372.0% | +354.5% |
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