+548.6%
XRT vs GRMN
+1,000.6%
-452.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | 0.0% |
| 7D | +4.1% | +6.3% | -2.2% | +1.8% |
| 30D | +9.9% | +7.6% | +2.4% | +7.0% |
| 3M | +2.3% | -7.5% | +9.7% | +5.0% |
| 6M | +9.6% | +21.2% | -11.7% | +1.0% |
| YTD | +9.1% | +44.0% | -34.9% | -6.2% |
| 1Y | +16.2% | +44.7% | -28.5% | -0.3% |
| 3Y | +60.1% | +160.5% | -100.5% | +6.4% |
| 5Y | -0.5% | +124.6% | -125.1% | -30.3% |
| 10Y | +145.1% | +651.6% | -506.5% | +12.4% |
| All | +548.6% | +1,000.6% | -452.0% | +99.5% |
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