+34.1%
XLP vs GRMN
+75.1%
-41.1%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -1.0% | -2.9% | +1.8% | -0.7% |
| 30D | -0.9% | -8.4% | +7.6% | +0.2% |
| 3M | +3.8% | +15.0% | -11.2% | +1.6% |
| 6M | -1.7% | +11.2% | -12.9% | -3.5% |
| YTD | +10.3% | +37.7% | -27.4% | +4.9% |
| 1Y | +7.8% | +18.5% | -10.7% | +4.7% |
| 3Y | +27.2% | +175.8% | -148.6% | +2.4% |
| All | +34.1% | +75.1% | -41.1% | +11.8% |
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