+104.2%
UAL vs GRMN
+628.0%
-523.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.2% | -0.2% |
| 7D | -1.1% | -1.4% | +0.3% | -0.2% |
| 30D | -13.4% | -13.1% | -0.4% | -5.0% |
| 3M | -2.3% | +14.9% | -17.2% | -12.9% |
| 6M | +13.3% | +13.1% | +0.2% | +2.1% |
| YTD | -4.2% | +35.3% | -39.5% | -24.1% |
| 1Y | +1.4% | +16.0% | -14.6% | -11.7% |
| 3Y | +125.8% | +179.6% | -53.8% | +1.8% |
| 5Y | +130.0% | +75.0% | +55.0% | +44.2% |
| 10Y | +104.2% | +644.1% | -539.9% | -42.5% |
| All | +104.2% | +628.0% | -523.8% | -42.5% |
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