+530.9%
XLP vs GRMN
+7,095.1%
-6,564.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.4% | +0.2% |
| 7D | -0.5% | +1.7% | -2.2% | -0.8% |
| 30D | +8.3% | +10.2% | -1.8% | +6.9% |
| 3M | +8.7% | -4.7% | +13.4% | +9.3% |
| 6M | +11.2% | +22.3% | -11.1% | +7.8% |
| YTD | +20.0% | +46.7% | -26.7% | +13.3% |
| 1Y | +21.3% | +49.6% | -28.3% | +14.2% |
| 3Y | +43.8% | +165.3% | -121.4% | +23.3% |
| 5Y | +43.3% | +130.3% | -87.0% | +24.2% |
| 10Y | +136.8% | +658.0% | -521.2% | +76.3% |
| All | +530.9% | +7,095.1% | -6,564.2% | +271.7% |
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