+1,842.6%
UMC vs GRMN
+677.8%
+1,164.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.2% | -1.9% | +0.9% |
| 7D | +9.0% | +2.4% | +6.6% | +8.1% |
| 30D | +17.2% | -8.5% | +25.7% | +20.7% |
| 3M | +11.4% | +19.5% | -8.1% | +3.4% |
| 6M | +137.5% | +21.2% | +116.3% | +119.3% |
| YTD | +193.1% | +41.0% | +152.1% | +154.1% |
| 1Y | +240.3% | +19.6% | +220.7% | +212.9% |
| 3Y | +262.2% | +183.8% | +78.4% | +113.2% |
| 5Y | +143.1% | +83.0% | +60.1% | +69.2% |
| All | +1,842.6% | +677.8% | +1,164.8% | +780.4% |
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