+951.4%
GRMN vs XME
+242.3%
+709.1%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -2.9% | -0.1% | -2.8% | -2.8% |
| 30D | -8.4% | +6.0% | -14.4% | -10.7% |
| 3M | +15.0% | -7.7% | +22.7% | +17.5% |
| 6M | +11.2% | +1.0% | +10.2% | +9.1% |
| YTD | +37.7% | +14.6% | +23.1% | +27.6% |
| 1Y | +18.5% | +46.0% | -27.5% | -1.2% |
| 3Y | +175.8% | +127.0% | +48.8% | +89.2% |
| 5Y | +75.1% | +175.8% | -100.7% | +7.3% |
| 10Y | +637.0% | +414.6% | +222.4% | +222.7% |
| All | +951.4% | +242.3% | +709.1% | +274.0% |
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