-17.9%
USAR vs GRMN
+193.2%
-211.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.8% | +2.5% | +4.0% |
| 7D | +0.8% | +1.7% | -0.9% | +0.6% |
| 30D | -30.1% | +10.2% | -40.3% | -31.3% |
| 3M | -56.3% | -4.7% | -51.6% | -56.0% |
| 6M | -68.6% | +22.3% | -90.9% | -69.7% |
| YTD | -30.5% | +46.7% | -77.2% | -35.1% |
| 1Y | -53.5% | +49.6% | -103.1% | -56.7% |
| 3Y | -19.3% | +165.3% | -184.6% | -23.1% |
| All | -17.9% | +193.2% | -211.2% | -21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling