+74.2%
XLF vs GRMN
+190.9%
-116.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.2% | -3.6% | -0.2% |
| 7D | -1.5% | +2.4% | -3.9% | -2.0% |
| 30D | -1.2% | -8.5% | +7.3% | +0.6% |
| 3M | +9.2% | +19.5% | -10.3% | +4.5% |
| 6M | +16.3% | +21.2% | -4.9% | +10.8% |
| YTD | +5.4% | +41.0% | -35.6% | -3.3% |
| 1Y | +7.6% | +19.6% | -12.0% | +2.3% |
| 3Y | +74.2% | +183.8% | -109.6% | +39.4% |
| All | +74.2% | +190.9% | -116.7% | +39.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling