+529.5%
XLP vs GRMN
+6,910.7%
-6,381.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.6% |
| 7D | +3.5% | +2.3% | +1.2% | +3.2% |
| 30D | +11.6% | +2.6% | +9.0% | +11.1% |
| 3M | +7.6% | -5.0% | +12.6% | +8.2% |
| 6M | +10.0% | +23.1% | -13.0% | +6.6% |
| YTD | +19.7% | +42.9% | -23.2% | +13.4% |
| 1Y | +23.5% | +41.7% | -18.2% | +17.0% |
| 3Y | +44.0% | +160.7% | -116.8% | +23.7% |
| 5Y | +42.7% | +124.2% | -81.5% | +24.1% |
| 10Y | +131.3% | +684.8% | -553.4% | +71.7% |
| All | +529.5% | +6,910.7% | -6,381.3% | +272.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling