+22.0%
USB vs GRMN
+122.2%
-100.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | 0.0% | +4.7% | -4.7% | -1.5% |
| 30D | +5.8% | +3.4% | +2.4% | +4.5% |
| 3M | -6.0% | -5.0% | -0.9% | -4.6% |
| 6M | +7.8% | +18.6% | -10.8% | +0.4% |
| YTD | +14.6% | +42.5% | -27.9% | -1.0% |
| 1Y | +31.8% | +42.3% | -10.5% | +13.9% |
| 3Y | +91.5% | +158.5% | -66.9% | +24.5% |
| All | +22.0% | +122.2% | -100.2% | -15.2% |
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