+1,150.6%
URI vs GRMN
+636.7%
+513.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | -2.0% | -2.9% | +0.9% | -0.2% |
| 30D | -12.9% | -8.4% | -4.5% | -8.1% |
| 3M | -6.7% | +15.0% | -21.7% | -16.3% |
| 6M | +19.0% | +11.2% | +7.8% | +8.1% |
| YTD | +25.5% | +37.7% | -12.2% | -2.0% |
| 1Y | +5.5% | +18.5% | -12.9% | -9.7% |
| 3Y | +111.3% | +175.8% | -64.5% | -13.2% |
| 5Y | +198.6% | +75.1% | +123.5% | +77.7% |
| All | +1,150.6% | +636.7% | +513.9% | +150.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling