+109.7%
UL vs GRMN
+628.7%
-519.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.3% |
| 7D | +1.1% | -0.9% | +2.0% | +1.3% |
| 30D | +4.5% | +1.2% | +3.3% | +4.2% |
| 3M | +6.5% | -8.9% | +15.4% | +8.2% |
| 6M | +18.2% | +23.0% | -4.8% | +12.9% |
| YTD | +4.7% | +41.2% | -36.5% | -3.1% |
| 1Y | +0.8% | +47.5% | -46.7% | -7.6% |
| 3Y | +35.9% | +155.8% | -119.9% | +3.2% |
| 5Y | +33.4% | +120.2% | -86.8% | +4.2% |
| All | +109.7% | +628.7% | -519.0% | +15.7% |
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