+72.3%
XLC vs GRMN
+182.7%
-110.4%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | +0.6% | +0.2% | +0.4% | +0.5% |
| 30D | +0.2% | -11.3% | +11.6% | +2.5% |
| 3M | +0.6% | +17.7% | -17.1% | -2.9% |
| 6M | -4.5% | +14.2% | -18.7% | -7.4% |
| YTD | -4.7% | +37.0% | -41.7% | -11.2% |
| 1Y | -1.7% | +17.0% | -18.6% | -5.6% |
| 3Y | +72.3% | +183.2% | -110.9% | +34.2% |
| All | +72.3% | +182.7% | -110.4% | +34.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling