+42.0%
XLP vs GRMN
+122.2%
-80.2%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.2% |
| 7D | +0.7% | +4.7% | -4.0% | +0.1% |
| 30D | +10.3% | +3.4% | +6.8% | +9.7% |
| 3M | +6.5% | -5.0% | +11.6% | +7.1% |
| 6M | +8.4% | +18.6% | -10.2% | +5.5% |
| YTD | +18.2% | +42.5% | -24.3% | +11.8% |
| 1Y | +22.4% | +42.3% | -19.9% | +15.7% |
| 3Y | +41.9% | +158.5% | -116.6% | +15.5% |
| All | +42.0% | +122.2% | -80.2% | +17.4% |
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