+186.8%
UAL vs GRMN
+155.8%
+31.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.1% |
| 7D | -3.0% | -0.9% | -2.2% | -2.5% |
| 30D | +10.5% | +1.2% | +9.3% | +9.8% |
| 3M | -13.5% | -8.9% | -4.6% | -9.0% |
| 6M | +14.2% | +23.0% | -8.8% | -0.5% |
| YTD | -2.2% | +41.2% | -43.5% | -21.9% |
| 1Y | +12.5% | +47.5% | -35.0% | -12.4% |
| 3Y | +186.8% | +155.8% | +31.1% | +78.5% |
| All | +186.8% | +155.8% | +31.0% | +78.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling