+306.6%
XLF vs GRMN
+6,622.3%
-6,315.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.2% |
| 7D | +0.2% | +0.2% | 0.0% | +0.1% |
| 30D | -0.5% | -11.3% | +10.8% | +3.3% |
| 3M | +10.6% | +17.7% | -7.1% | +4.1% |
| 6M | +14.3% | +14.2% | +0.1% | +8.3% |
| YTD | +5.5% | +37.0% | -31.5% | -6.1% |
| 1Y | +9.6% | +17.0% | -7.4% | +2.2% |
| 3Y | +75.2% | +183.2% | -108.0% | +18.5% |
| 5Y | +65.5% | +77.3% | -11.7% | +29.0% |
| 10Y | +246.4% | +630.9% | -384.4% | +72.9% |
| All | +306.6% | +6,622.3% | -6,315.7% | +14.0% |
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