+694.2%
XLE vs GRMN
+6,890.4%
-6,196.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -12.0% | +4.7% | -16.7% | -13.2% |
| 30D | -2.7% | +3.4% | -6.2% | -3.9% |
| 3M | +6.6% | -5.0% | +11.6% | +7.5% |
| 6M | +9.5% | +18.6% | -9.1% | +3.5% |
| YTD | +40.6% | +42.5% | -1.9% | +25.5% |
| 1Y | +43.6% | +42.3% | +1.3% | +28.2% |
| 3Y | +58.1% | +158.5% | -100.4% | +16.8% |
| 5Y | +152.2% | +123.6% | +28.6% | +91.0% |
| 10Y | +172.9% | +682.5% | -509.6% | +50.7% |
| All | +694.2% | +6,890.4% | -6,196.3% | +174.7% |
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 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