+774.8%
XLV vs GRMN
+6,792.7%
-6,017.9%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.8% | -4.0% | -0.9% |
| 7D | -3.6% | +2.0% | -5.6% | -3.9% |
| 30D | -1.8% | -8.8% | +7.0% | -0.3% |
| 3M | +7.8% | +19.0% | -11.2% | +4.1% |
| 6M | +9.1% | +20.7% | -11.6% | +4.9% |
| YTD | +7.7% | +40.5% | -32.8% | +0.7% |
| 1Y | +20.4% | +19.1% | +1.3% | +15.6% |
| 3Y | +30.8% | +182.7% | -151.9% | +5.6% |
| 5Y | +34.6% | +82.3% | -47.7% | +16.5% |
| 10Y | +173.4% | +672.8% | -499.4% | +85.9% |
| All | +774.8% | +6,792.7% | -6,017.9% | +293.0% |
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