-0.8%
XYL vs GRMN
+155.8%
-156.6%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.4% |
| 7D | -3.7% | -0.9% | -2.8% | -3.5% |
| 30D | -8.3% | +1.2% | -9.5% | -8.5% |
| 3M | -21.4% | -8.9% | -12.5% | -19.7% |
| 6M | -12.9% | +23.0% | -35.9% | -17.9% |
| YTD | -30.1% | +41.2% | -71.3% | -36.4% |
| 1Y | -35.2% | +47.5% | -82.6% | -41.7% |
| 3Y | -0.8% | +155.8% | -156.5% | -25.2% |
| All | -0.8% | +155.8% | -156.6% | -25.2% |
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