+679.1%
UL vs GRMN
+6,655.2%
-5,976.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -1.3% | -2.9% | +1.5% | -0.9% |
| 30D | +0.5% | -8.4% | +8.9% | +1.8% |
| 3M | +17.6% | +15.0% | +2.6% | +14.8% |
| 6M | -5.4% | +11.2% | -16.6% | -7.3% |
| YTD | +0.7% | +37.7% | -37.0% | -4.6% |
| 1Y | -9.3% | +18.5% | -27.7% | -12.3% |
| 3Y | +24.5% | +175.8% | -151.3% | +3.3% |
| 5Y | +23.2% | +75.1% | -51.9% | +8.8% |
| 10Y | +64.5% | +637.0% | -572.6% | +15.9% |
| All | +679.1% | +6,655.2% | -5,976.1% | +310.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling