+225.7%
XLE vs GRMN
+76.7%
+149.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.2% |
| 7D | 0.0% | +0.2% | -0.2% | 0.0% |
| 30D | +12.6% | -11.3% | +24.0% | +14.9% |
| 3M | +11.8% | +17.7% | -5.9% | +8.2% |
| 6M | +16.1% | +14.2% | +1.9% | +12.6% |
| YTD | +46.9% | +37.0% | +9.8% | +36.7% |
| 1Y | +53.3% | +17.0% | +36.3% | +47.0% |
| 3Y | +54.9% | +183.2% | -128.3% | +19.7% |
| 5Y | +225.7% | +77.3% | +148.4% | +169.7% |
| All | +225.7% | +76.7% | +149.0% | +169.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling