-15.6%
XYL vs GRMN
+73.8%
-89.4%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -1.2% | -1.8% | +0.6% | -0.6% |
| 30D | -13.2% | -12.1% | -1.1% | -9.1% |
| 3M | -0.2% | +18.0% | -18.2% | -6.9% |
| 6M | -12.5% | +13.7% | -26.2% | -17.4% |
| YTD | -20.9% | +35.3% | -56.2% | -30.3% |
| 1Y | -21.6% | +17.2% | -38.8% | -27.5% |
| 3Y | +16.1% | +179.6% | -163.5% | -33.6% |
| 5Y | -15.6% | +75.6% | -91.2% | -43.0% |
| All | -15.6% | +73.8% | -89.4% | -43.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling