+192.9%
XOM vs GRMN
+677.8%
-484.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.2% | -3.8% | -0.7% |
| 7D | +4.1% | +2.4% | +1.7% | +3.4% |
| 30D | +4.6% | -8.5% | +13.0% | +6.9% |
| 3M | +14.0% | +19.5% | -5.5% | +7.9% |
| 6M | +11.0% | +21.2% | -10.2% | +3.8% |
| YTD | +40.7% | +41.0% | -0.3% | +25.1% |
| 1Y | +52.3% | +19.6% | +32.7% | +41.7% |
| 3Y | +60.5% | +183.8% | -123.3% | +3.3% |
| 5Y | +266.4% | +83.0% | +183.4% | +184.4% |
| All | +192.9% | +677.8% | -484.9% | +28.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling