+137.5%
UMC vs GRMN
+73.8%
+63.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | +11.4% | -1.8% | +13.2% | +11.9% |
| 30D | +16.8% | -12.1% | +28.9% | +21.2% |
| 3M | +19.1% | +18.0% | +1.1% | +11.9% |
| 6M | +137.4% | +13.7% | +123.7% | +125.8% |
| YTD | +186.4% | +35.3% | +151.1% | +155.8% |
| 1Y | +229.1% | +17.2% | +211.8% | +207.9% |
| 3Y | +257.9% | +179.6% | +78.3% | +99.5% |
| 5Y | +137.5% | +75.6% | +62.0% | +46.1% |
| All | +137.5% | +73.8% | +63.7% | +46.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling