+445.9%
UMC vs GRMN
+6,536.9%
-6,091.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.3% | +5.3% | +4.4% |
| 7D | +13.6% | -1.4% | +15.0% | +14.2% |
| 30D | +20.8% | -13.1% | +33.8% | +26.8% |
| 3M | +16.1% | +14.9% | +1.2% | +9.2% |
| 6M | +137.3% | +13.1% | +124.2% | +124.1% |
| YTD | +193.8% | +35.3% | +158.5% | +158.0% |
| 1Y | +236.1% | +16.0% | +220.1% | +211.1% |
| 3Y | +267.1% | +179.6% | +87.5% | +132.3% |
| 5Y | +145.3% | +75.0% | +70.3% | +84.3% |
| 10Y | +1,857.3% | +644.1% | +1,213.2% | +745.9% |
| All | +445.9% | +6,536.9% | -6,091.0% | -10.4% |
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 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