+145.5%
XLK vs GRMN
+74.2%
+71.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -0.4% | -1.8% | +1.4% | +0.3% |
| 30D | -0.5% | -12.1% | +11.6% | +4.3% |
| 3M | +5.0% | +18.0% | -13.0% | -2.5% |
| 6M | +32.9% | +13.7% | +19.1% | +25.0% |
| YTD | +29.0% | +35.3% | -6.3% | +12.6% |
| 1Y | +37.8% | +17.2% | +20.6% | +26.8% |
| 3Y | +118.7% | +179.6% | -60.9% | +22.9% |
| All | +145.5% | +74.2% | +71.2% | +56.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling