+28.4%
XLY vs GRMN
+81.6%
-53.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.2% | -3.4% | -0.7% |
| 7D | -1.7% | +2.4% | -4.1% | -2.6% |
| 30D | -4.2% | -8.5% | +4.3% | -0.9% |
| 3M | -2.7% | +19.5% | -22.1% | -10.2% |
| 6M | -0.6% | +21.2% | -21.8% | -9.1% |
| YTD | -5.0% | +41.0% | -46.1% | -18.9% |
| 1Y | -4.1% | +19.6% | -23.7% | -12.7% |
| 3Y | +33.6% | +183.8% | -150.2% | -26.1% |
| All | +28.4% | +81.6% | -53.2% | -24.4% |
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