-19.0%
USAR vs GRMN
+182.4%
-201.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.3% |
| 7D | -0.8% | -0.9% | +0.1% | -0.6% |
| 30D | -20.9% | +1.2% | -22.1% | -21.1% |
| 3M | -56.2% | -8.9% | -47.2% | -55.5% |
| 6M | -67.9% | +23.0% | -90.9% | -69.1% |
| YTD | -31.4% | +41.2% | -72.7% | -35.5% |
| 1Y | -45.1% | +47.5% | -92.5% | -48.6% |
| 3Y | -20.3% | +155.8% | -176.1% | -23.6% |
| All | -19.0% | +182.4% | -201.3% | -22.3% |
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 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