+35.5%
XLV vs GRMN
+81.6%
-46.2%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.2% | -4.4% | -0.9% |
| 7D | -3.6% | +2.4% | -6.0% | -4.0% |
| 30D | -1.8% | -8.5% | +6.6% | -0.3% |
| 3M | +7.8% | +19.5% | -11.7% | +3.8% |
| 6M | +9.1% | +21.2% | -12.1% | +4.5% |
| YTD | +7.7% | +41.0% | -33.3% | -0.1% |
| 1Y | +20.4% | +19.6% | +0.8% | +15.1% |
| 3Y | +30.8% | +183.8% | -153.0% | -2.1% |
| All | +35.5% | +81.6% | -46.2% | +9.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling