+135.9%
XLU vs GRMN
+677.8%
-541.9%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.2% | -4.6% | -1.3% |
| 7D | -1.6% | +2.4% | -4.0% | -2.2% |
| 30D | -3.3% | -8.5% | +5.1% | -1.3% |
| 3M | -3.2% | +19.5% | -22.6% | -7.9% |
| 6M | -7.0% | +21.2% | -28.1% | -12.1% |
| YTD | +0.6% | +41.0% | -40.4% | -9.0% |
| 1Y | +2.4% | +19.6% | -17.1% | -3.6% |
| 3Y | +46.3% | +183.8% | -137.5% | +0.4% |
| 5Y | +44.0% | +83.0% | -39.0% | +13.2% |
| All | +135.9% | +677.8% | -541.9% | +24.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling