+15.6%
XYL vs GRMN
+179.1%
-163.5%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.8% |
| 7D | +0.8% | -1.4% | +2.2% | +1.2% |
| 30D | -10.8% | -13.1% | +2.2% | -7.7% |
| 3M | -2.5% | +14.9% | -17.5% | -6.4% |
| 6M | -12.2% | +13.1% | -25.3% | -15.4% |
| YTD | -20.1% | +35.3% | -55.4% | -26.5% |
| 1Y | -20.6% | +16.0% | -36.6% | -24.6% |
| All | +15.6% | +179.1% | -163.5% | -10.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling