+133.6%
XLC vs GRMN
+467.5%
-333.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.7% | 0.0% |
| 7D | +3.1% | -0.1% | +3.2% | +3.1% |
| 30D | -4.2% | +3.5% | -7.7% | -5.6% |
| 3M | -2.1% | -7.3% | +5.2% | +0.3% |
| 6M | -6.6% | +21.8% | -28.4% | -14.5% |
| YTD | -7.8% | +42.8% | -50.6% | -21.5% |
| 1Y | -4.1% | +46.5% | -50.6% | -19.2% |
| 3Y | +62.6% | +158.3% | -95.7% | -1.8% |
| 5Y | +39.6% | +122.6% | -83.0% | -11.3% |
| All | +133.6% | +467.5% | -333.9% | -10.1% |
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 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