+759.7%
XLI vs GRMN
+6,622.3%
-5,862.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | +1.0% | +0.2% | +0.8% | +0.9% |
| 30D | -5.8% | -11.3% | +5.5% | -2.8% |
| 3M | +0.7% | +17.7% | -17.0% | -4.3% |
| 6M | +3.2% | +14.2% | -11.0% | -1.2% |
| YTD | +13.0% | +37.0% | -24.0% | +2.7% |
| 1Y | +16.8% | +17.0% | -0.2% | +10.4% |
| 3Y | +72.4% | +183.2% | -110.8% | +25.3% |
| 5Y | +82.8% | +77.3% | +5.5% | +49.1% |
| 10Y | +252.4% | +630.9% | -378.4% | +102.1% |
| All | +759.7% | +6,622.3% | -5,862.6% | +173.6% |
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