+978.4%
GRMN vs XME
+170.7%
+807.7%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.5% |
| 7D | -0.9% | +0.3% | -1.2% | -1.0% |
| 30D | +1.2% | -6.1% | +7.3% | +3.4% |
| 3M | -8.9% | -18.6% | +9.7% | -2.0% |
| 6M | +23.0% | -23.9% | +46.9% | +34.4% |
| YTD | +41.2% | -9.3% | +50.6% | +42.6% |
| 1Y | +47.5% | +1.8% | +45.7% | +41.9% |
| 3Y | +155.8% | +93.0% | +62.7% | +85.8% |
| 5Y | +120.2% | +107.0% | +13.2% | +50.6% |
| 10Y | +629.9% | +266.9% | +363.0% | +264.9% |
| All | +978.4% | +170.7% | +807.7% | +317.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling