+75.6%
GRMN vs XME
+167.8%
-92.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.7% | +3.7% | +1.2% |
| 7D | -1.8% | -3.0% | +1.3% | -0.8% |
| 30D | -12.1% | -2.6% | -9.5% | -11.5% |
| 3M | +18.0% | +2.2% | +15.8% | +16.5% |
| 6M | +13.7% | +0.7% | +13.0% | +12.3% |
| YTD | +35.3% | +10.9% | +24.4% | +28.3% |
| 1Y | +17.2% | +35.7% | -18.5% | +2.4% |
| 3Y | +179.6% | +127.1% | +52.5% | +97.7% |
| 5Y | +75.6% | +168.5% | -92.9% | +13.5% |
| All | +75.6% | +167.8% | -92.3% | +13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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