+816.7%
XLB vs GRMN
+6,828.2%
-6,011.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.1% |
| 7D | +0.5% | -0.9% | +1.4% | +0.8% |
| 30D | +5.2% | +1.2% | +4.0% | +4.7% |
| 3M | +0.3% | -8.9% | +9.2% | +2.7% |
| 6M | +1.2% | +23.0% | -21.8% | -5.5% |
| YTD | +16.6% | +41.2% | -24.6% | +4.2% |
| 1Y | +21.4% | +47.5% | -26.1% | +7.2% |
| 3Y | +43.2% | +155.8% | -112.5% | +4.9% |
| 5Y | +28.0% | +120.2% | -92.1% | -3.0% |
| 10Y | +164.8% | +629.9% | -465.1% | +45.3% |
| All | +816.7% | +6,828.2% | -6,011.5% | +191.1% |
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