-4.5%
UPS vs GRMN
+155.8%
-160.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +2.1% |
| 7D | +3.8% | -0.9% | +4.7% | +4.0% |
| 30D | +17.4% | +1.2% | +16.2% | +17.0% |
| 3M | +8.2% | -8.9% | +17.1% | +10.3% |
| 6M | +17.9% | +23.0% | -5.1% | +11.3% |
| YTD | +18.7% | +41.2% | -22.5% | +8.3% |
| 1Y | +24.8% | +47.5% | -22.7% | +12.7% |
| 3Y | -4.5% | +155.8% | -160.3% | -27.3% |
| All | -4.5% | +155.8% | -160.4% | -27.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling