+244.7%
UPS vs GRMN
+6,655.2%
-6,410.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -2.9% | -2.9% | 0.0% | -2.3% |
| 30D | -3.5% | -8.4% | +4.9% | -1.7% |
| 3M | -5.7% | +15.0% | -20.7% | -8.8% |
| 6M | -4.4% | +11.2% | -15.6% | -6.9% |
| YTD | +8.0% | +37.7% | -29.7% | +0.4% |
| 1Y | +29.0% | +18.5% | +10.6% | +23.3% |
| 3Y | -27.7% | +175.8% | -203.5% | -42.9% |
| 5Y | -34.3% | +75.1% | -109.4% | -43.6% |
| 10Y | +37.8% | +637.0% | -599.2% | -9.4% |
| All | +244.7% | +6,655.2% | -6,410.5% | +59.8% |
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