+101.1%
UAL vs GRMN
+655.8%
-554.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.9% |
| 7D | +12.5% | +6.3% | +6.1% | +8.1% |
| 30D | +12.2% | +7.6% | +4.6% | +6.7% |
| 3M | -2.6% | -7.5% | +4.9% | +2.3% |
| 6M | +21.1% | +21.2% | -0.2% | +3.8% |
| YTD | +7.8% | +44.0% | -36.2% | -18.4% |
| 1Y | +25.4% | +44.7% | -19.3% | -5.4% |
| 3Y | +217.3% | +160.5% | +56.8% | +51.3% |
| 5Y | +132.9% | +124.6% | +8.2% | +22.1% |
| 10Y | +101.1% | +651.6% | -550.5% | -43.8% |
| All | +101.1% | +655.8% | -554.6% | -43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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