+172.2%
GRMN vs USHY
+27.0%
+145.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +1.4% |
| 7D | -1.8% | -0.7% | -1.1% | +0.3% |
| 30D | -12.1% | -0.5% | -11.6% | -10.7% |
| 3M | +18.0% | +0.5% | +17.5% | +16.3% |
| 6M | +13.7% | +1.5% | +12.2% | +9.2% |
| YTD | +35.3% | +1.7% | +33.6% | +29.2% |
| 1Y | +17.2% | +3.5% | +13.7% | +6.9% |
| All | +172.2% | +27.0% | +145.2% | +64.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling