+36.5%
XLB vs GRMN
+76.7%
-40.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.8% |
| 7D | -0.2% | +0.2% | -0.4% | -0.3% |
| 30D | -1.7% | -11.3% | +9.6% | +1.9% |
| 3M | +4.4% | +17.7% | -13.4% | -1.6% |
| 6M | +5.0% | +14.2% | -9.1% | -0.2% |
| YTD | +15.5% | +37.0% | -21.6% | +2.9% |
| 1Y | +14.9% | +17.0% | -2.1% | +7.5% |
| 3Y | +34.5% | +183.2% | -148.7% | -15.3% |
| 5Y | +36.5% | +77.3% | -40.7% | -6.8% |
| All | +36.5% | +76.7% | -40.1% | -6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling