+142.5%
XLC vs GRMN
+447.2%
-304.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -0.8% | -2.9% | +2.0% | +0.2% |
| 30D | +1.0% | -8.4% | +9.5% | +4.3% |
| 3M | -0.7% | +15.0% | -15.7% | -6.7% |
| 6M | -5.1% | +11.2% | -16.3% | -10.1% |
| YTD | -4.3% | +37.7% | -42.0% | -17.1% |
| 1Y | -0.6% | +18.5% | -19.0% | -9.1% |
| 3Y | +72.7% | +175.8% | -103.1% | +0.1% |
| 5Y | +38.0% | +75.1% | -37.1% | -2.0% |
| All | +142.5% | +447.2% | -304.8% | -5.1% |
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