+136.0%
XLC vs GRMN
+461.3%
-325.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.5% |
| 7D | +3.7% | -0.9% | +4.6% | +4.0% |
| 30D | -1.9% | +1.2% | -3.1% | -2.5% |
| 3M | -3.1% | -8.9% | +5.8% | -0.1% |
| 6M | -6.4% | +23.0% | -29.4% | -14.6% |
| YTD | -6.8% | +41.2% | -48.1% | -20.3% |
| 1Y | -1.7% | +47.5% | -49.2% | -17.5% |
| 3Y | +64.7% | +155.8% | -91.1% | -0.2% |
| 5Y | +41.1% | +120.2% | -79.1% | -10.0% |
| All | +136.0% | +461.3% | -325.2% | -8.8% |
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