+519.7%
GRMN vs USHY
+49.7%
+469.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.2% |
| 7D | +2.4% | -0.7% | +3.1% | +3.7% |
| 30D | -8.5% | -0.7% | -7.8% | -7.3% |
| 3M | +19.5% | +0.1% | +19.4% | +19.4% |
| 6M | +21.2% | +1.8% | +19.4% | +17.7% |
| YTD | +41.0% | +1.8% | +39.3% | +37.1% |
| 1Y | +19.6% | +3.3% | +16.3% | +13.5% |
| 3Y | +183.8% | +27.0% | +156.8% | +92.5% |
| 5Y | +83.0% | +21.0% | +62.0% | +36.6% |
| All | +519.7% | +49.7% | +469.9% | +238.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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