+22.4%
XLP vs GRMN
+41.5%
-19.0%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.3% |
| 7D | +0.7% | +4.7% | -4.0% | +0.5% |
| 30D | +10.3% | +3.4% | +6.8% | +10.0% |
| 3M | +6.5% | -5.0% | +11.6% | +6.6% |
| 6M | +8.4% | +18.6% | -10.2% | +7.4% |
| YTD | +18.2% | +42.5% | -24.3% | +17.2% |
| 1Y | +22.4% | +42.3% | -19.9% | +21.4% |
| All | +22.4% | +41.5% | -19.0% | +21.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling