-19.9%
USAR vs GRMN
+185.5%
-205.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.6% | +0.3% | -1.9% |
| 7D | +8.8% | -0.1% | +8.8% | +8.8% |
| 30D | -28.5% | +3.5% | -32.0% | -28.9% |
| 3M | -56.2% | -7.3% | -48.8% | -55.6% |
| 6M | -68.4% | +21.8% | -90.2% | -69.6% |
| YTD | -32.2% | +42.8% | -75.0% | -36.4% |
| 1Y | -52.3% | +46.5% | -98.8% | -55.4% |
| 3Y | -21.2% | +158.3% | -179.5% | -24.6% |
| All | -19.9% | +185.5% | -205.4% | -23.3% |
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