+135.4%
XLP vs GRMN
+655.8%
-520.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.2% | +0.4% |
| 7D | +2.3% | +6.3% | -4.0% | +1.0% |
| 30D | +9.1% | +7.6% | +1.5% | +7.4% |
| 3M | +7.9% | -7.5% | +15.3% | +9.4% |
| 6M | +9.6% | +21.2% | -11.6% | +4.4% |
| YTD | +19.4% | +44.0% | -24.6% | +8.8% |
| 1Y | +22.4% | +44.7% | -22.4% | +11.3% |
| 3Y | +43.2% | +160.5% | -117.3% | +6.2% |
| 5Y | +42.6% | +124.6% | -82.1% | +9.0% |
| 10Y | +135.4% | +651.6% | -516.2% | +31.0% |
| All | +135.4% | +655.8% | -520.3% | +31.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling