+1,241.4%
XLK vs GRMN
+6,536.9%
-5,295.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.4% |
| 7D | +2.3% | -1.4% | +3.7% | +2.7% |
| 30D | +0.8% | -13.1% | +13.9% | +4.9% |
| 3M | +4.1% | +14.9% | -10.9% | -0.8% |
| 6M | +34.8% | +13.1% | +21.6% | +29.0% |
| YTD | +30.8% | +35.3% | -4.5% | +18.6% |
| 1Y | +42.4% | +16.0% | +26.4% | +34.4% |
| 3Y | +121.8% | +179.6% | -57.8% | +59.1% |
| 5Y | +146.6% | +75.0% | +71.6% | +100.6% |
| 10Y | +804.3% | +644.1% | +160.1% | +408.0% |
| All | +1,241.4% | +6,536.9% | -5,295.5% | +284.3% |
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