+729.4%
XEL vs GRMN
+6,828.2%
-6,098.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.3% |
| 7D | +2.4% | -0.9% | +3.3% | +2.5% |
| 30D | +8.3% | +1.2% | +7.1% | +8.1% |
| 3M | +4.2% | -8.9% | +13.1% | +5.3% |
| 6M | +3.7% | +23.0% | -19.3% | +0.6% |
| YTD | +13.1% | +41.2% | -28.2% | +7.4% |
| 1Y | +5.0% | +47.5% | -42.5% | -0.9% |
| 3Y | +55.0% | +155.8% | -100.8% | +33.8% |
| 5Y | +51.8% | +120.2% | -68.4% | +32.6% |
| 10Y | +185.6% | +629.9% | -444.3% | +115.7% |
| All | +729.4% | +6,828.2% | -6,098.8% | +383.0% |
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