+108.7%
USB vs GRMN
+634.2%
-525.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | +1.4% | -2.9% | +4.3% | +2.7% |
| 30D | -1.3% | -8.4% | +7.1% | +2.5% |
| 3M | +15.2% | +15.0% | +0.2% | +6.8% |
| 6M | +18.8% | +11.2% | +7.6% | +11.4% |
| YTD | +21.0% | +37.7% | -16.7% | +2.1% |
| 1Y | +34.0% | +18.5% | +15.5% | +20.6% |
| 3Y | +95.3% | +175.8% | -80.5% | +8.3% |
| 5Y | +40.4% | +75.1% | -34.7% | -1.3% |
| All | +108.7% | +634.2% | -525.4% | -24.9% |
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