+720.7%
XLE vs GRMN
+6,655.2%
-5,934.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | +2.2% | -2.9% | +5.1% | +2.9% |
| 30D | +11.8% | -8.4% | +20.2% | +14.3% |
| 3M | +9.8% | +15.0% | -5.2% | +5.2% |
| 6M | +15.6% | +11.2% | +4.4% | +11.1% |
| YTD | +45.3% | +37.7% | +7.6% | +31.4% |
| 1Y | +48.3% | +18.5% | +29.8% | +39.1% |
| 3Y | +55.4% | +175.8% | -120.4% | +12.9% |
| 5Y | +216.1% | +75.1% | +141.0% | +156.2% |
| 10Y | +178.4% | +637.0% | -458.6% | +56.6% |
| All | +720.7% | +6,655.2% | -5,934.5% | +187.5% |
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