+494.4%
GRMN vs USHY
+50.4%
+443.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -0.9% |
| 7D | -1.4% | -0.1% | -1.3% | -1.1% |
| 30D | -13.1% | 0.0% | -13.0% | -13.0% |
| 3M | +14.9% | +0.8% | +14.1% | +13.3% |
| 6M | +13.1% | +1.9% | +11.2% | +9.6% |
| YTD | +35.3% | +2.3% | +33.0% | +30.4% |
| 1Y | +16.0% | +4.1% | +11.8% | +8.5% |
| 3Y | +179.6% | +27.8% | +151.8% | +87.6% |
| 5Y | +75.0% | +21.5% | +53.5% | +29.7% |
| All | +494.4% | +50.4% | +443.9% | +222.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling