+637.6%
GRMN vs VCLT
+17.0%
+620.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.5% |
| 7D | -1.8% | -1.3% | -0.5% | -1.2% |
| 30D | -12.1% | -1.1% | -11.0% | -11.7% |
| 3M | +18.0% | -3.7% | +21.7% | +19.9% |
| 6M | +13.7% | -4.0% | +17.7% | +15.8% |
| YTD | +35.3% | -3.4% | +38.7% | +37.4% |
| 1Y | +17.2% | -4.1% | +21.4% | +19.5% |
| 3Y | +179.6% | +11.0% | +168.6% | +168.4% |
| 5Y | +75.6% | -17.0% | +92.6% | +81.9% |
| All | +637.6% | +17.0% | +620.6% | +657.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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