+139.9%
XLC vs GRMN
+437.7%
-297.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.1% |
| 7D | -1.4% | -1.4% | 0.0% | -0.9% |
| 30D | -0.9% | -13.1% | +12.2% | +4.3% |
| 3M | -0.3% | +14.9% | -15.3% | -6.4% |
| 6M | -5.2% | +13.1% | -18.3% | -10.7% |
| YTD | -5.3% | +35.3% | -40.6% | -17.5% |
| 1Y | -2.8% | +16.0% | -18.8% | -10.4% |
| 3Y | +71.2% | +179.6% | -108.4% | -1.7% |
| 5Y | +37.6% | +75.0% | -37.4% | -2.5% |
| All | +139.9% | +437.7% | -297.8% | -5.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling