+124.8%
XRT vs GRMN
+628.0%
-503.2%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.4% | -1.0% |
| 7D | -2.4% | -1.4% | -1.0% | -1.8% |
| 30D | -6.9% | -13.1% | +6.1% | -0.7% |
| 3M | -0.4% | +14.9% | -15.4% | -7.9% |
| 6M | +2.2% | +13.1% | -10.9% | -5.1% |
| YTD | -0.7% | +35.3% | -36.0% | -16.1% |
| 1Y | -2.0% | +16.0% | -18.0% | -11.1% |
| 3Y | +41.0% | +179.6% | -138.6% | -26.1% |
| 5Y | -3.3% | +75.0% | -78.3% | -35.5% |
| 10Y | +124.8% | +644.1% | -519.3% | -27.0% |
| All | +124.8% | +628.0% | -503.2% | -27.0% |
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