+30.8%
XLV vs GRMN
+190.9%
-160.2%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.2% | -4.4% | -0.7% |
| 7D | -3.6% | +2.4% | -6.0% | -3.8% |
| 30D | -1.8% | -8.5% | +6.6% | -0.8% |
| 3M | +7.8% | +19.5% | -11.7% | +5.0% |
| 6M | +9.1% | +21.2% | -12.1% | +5.9% |
| YTD | +7.7% | +41.0% | -33.3% | +2.2% |
| 1Y | +20.4% | +19.6% | +0.8% | +16.7% |
| 3Y | +30.8% | +183.8% | -153.0% | +13.1% |
| All | +30.8% | +190.9% | -160.2% | +13.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling