+42.7%
XLP vs GRMN
+119.4%
-76.7%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.2% | -0.1% |
| 7D | -0.2% | -0.1% | -0.1% | -0.2% |
| 30D | +8.2% | +3.5% | +4.6% | +7.6% |
| 3M | +7.7% | -7.3% | +15.1% | +8.7% |
| 6M | +9.3% | +21.8% | -12.5% | +6.0% |
| YTD | +19.5% | +42.8% | -23.3% | +12.9% |
| 1Y | +21.0% | +46.5% | -25.5% | +13.9% |
| 3Y | +43.2% | +158.3% | -115.1% | +16.6% |
| 5Y | +42.7% | +122.6% | -79.9% | +17.0% |
| All | +42.7% | +119.4% | -76.7% | +17.0% |
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 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