+135.1%
XLP vs GRMN
+664.0%
-528.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.3% | +0.4% |
| 7D | +0.1% | +6.4% | -6.3% | -1.2% |
| 30D | +8.9% | +8.7% | +0.2% | +7.0% |
| 3M | +7.5% | -5.8% | +13.3% | +8.6% |
| 6M | +9.4% | +22.5% | -13.1% | +4.0% |
| YTD | +19.3% | +45.6% | -26.3% | +8.4% |
| 1Y | +21.7% | +47.5% | -25.7% | +10.2% |
| 3Y | +44.0% | +166.2% | -122.3% | +6.2% |
| 5Y | +42.8% | +124.1% | -81.3% | +9.3% |
| All | +135.1% | +664.0% | -528.9% | +30.5% |
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