+99.4%
XYL vs GRMN
+628.7%
-529.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.7% |
| 7D | -3.7% | -0.9% | -2.8% | -3.4% |
| 30D | -8.3% | +1.2% | -9.5% | -8.8% |
| 3M | -21.4% | -8.9% | -12.5% | -18.2% |
| 6M | -12.9% | +23.0% | -35.9% | -22.1% |
| YTD | -30.1% | +41.2% | -71.3% | -41.9% |
| 1Y | -35.2% | +47.5% | -82.6% | -47.3% |
| 3Y | -0.8% | +155.8% | -156.5% | -45.1% |
| 5Y | -23.2% | +120.2% | -143.4% | -54.4% |
| All | +99.4% | +628.7% | -529.3% | -33.1% |
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