+786.8%
XLB vs GRMN
+6,537.4%
-5,750.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -3.5% | -1.8% | -1.7% | -3.0% |
| 30D | -4.7% | -12.1% | +7.4% | -1.1% |
| 3M | +2.7% | +18.0% | -15.3% | -2.7% |
| 6M | +2.6% | +13.7% | -11.1% | -1.9% |
| YTD | +12.8% | +35.3% | -22.5% | +2.3% |
| 1Y | +14.0% | +17.2% | -3.3% | +7.3% |
| 3Y | +31.5% | +179.6% | -148.1% | -6.2% |
| 5Y | +33.4% | +75.6% | -42.1% | +7.7% |
| 10Y | +161.3% | +644.2% | -482.9% | +43.2% |
| All | +786.8% | +6,537.4% | -5,750.6% | +185.7% |
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