+548.2%
XRT vs GRMN
+1,020.7%
-472.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -0.7% |
| 7D | -1.4% | +1.7% | -3.1% | -2.0% |
| 30D | +9.8% | +10.2% | -0.4% | +5.9% |
| 3M | +3.3% | -4.7% | +8.0% | +4.9% |
| 6M | +13.6% | +22.3% | -8.7% | +4.4% |
| YTD | +9.1% | +46.7% | -37.6% | -6.9% |
| 1Y | +15.1% | +49.6% | -34.6% | -2.5% |
| 3Y | +59.9% | +165.3% | -105.3% | +5.6% |
| 5Y | -1.7% | +130.3% | -132.1% | -31.8% |
| 10Y | +141.1% | +658.0% | -516.9% | +10.2% |
| All | +548.2% | +1,020.7% | -472.6% | +98.0% |
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