+32.9%
XLV vs GRMN
+40.7%
-7.8%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +6.5% | -3.5% | +2.4% |
| 7D | +5.5% | +6.1% | -0.6% | +4.9% |
| 30D | +13.3% | +1.3% | +12.0% | +13.1% |
| 3M | +17.4% | -5.6% | +23.0% | +17.9% |
| 6M | +32.1% | +22.2% | +9.9% | +28.5% |
| YTD | +24.0% | +44.3% | -20.2% | +16.9% |
| 1Y | +32.9% | +43.1% | -10.2% | +25.5% |
| All | +32.9% | +40.7% | -7.8% | +25.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling