+22.7%
USB vs GRMN
+121.9%
-99.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.8% |
| 7D | -1.5% | +2.3% | -3.8% | -2.2% |
| 30D | +4.3% | +2.6% | +1.7% | +3.2% |
| 3M | -6.1% | -5.0% | -1.1% | -4.8% |
| 6M | +9.4% | +23.1% | -13.7% | +0.5% |
| YTD | +15.2% | +42.9% | -27.7% | -0.6% |
| 1Y | +32.8% | +41.7% | -8.9% | +15.0% |
| 3Y | +91.3% | +160.7% | -69.4% | +24.1% |
| 5Y | +22.7% | +124.2% | -101.5% | -17.5% |
| All | +22.7% | +121.9% | -99.3% | -17.5% |
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