+926.8%
XBI vs GRMN
+1,500.7%
-573.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.2% |
| 7D | -3.6% | -1.4% | -2.2% | -3.2% |
| 30D | +0.9% | -13.1% | +13.9% | +5.5% |
| 3M | +21.4% | +14.9% | +6.5% | +14.9% |
| 6M | +25.5% | +13.1% | +12.4% | +19.3% |
| YTD | +30.8% | +35.3% | -4.4% | +16.7% |
| 1Y | +68.6% | +16.0% | +52.6% | +57.6% |
| 3Y | +103.9% | +179.6% | -75.7% | +37.3% |
| 5Y | +20.8% | +75.0% | -54.3% | -5.7% |
| 10Y | +164.0% | +644.1% | -480.1% | +33.3% |
| All | +926.8% | +1,500.7% | -573.9% | +264.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling