+278.8%
UPS vs GRMN
+6,828.2%
-6,549.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.1% |
| 6M | +17.9% | +23.0% | -5.1% | +12.2% |
| YTD | +18.7% | +41.2% | -22.5% | +9.5% |
| 1Y | +24.8% | +47.5% | -22.7% | +14.1% |
| 3Y | -4.5% | +155.8% | -160.3% | -23.4% |
| 5Y | -33.2% | +120.2% | -153.4% | -45.2% |
| 10Y | +44.2% | +629.9% | -585.6% | -5.3% |
| All | +278.8% | +6,828.2% | -6,549.4% | +74.4% |
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