+84.4%
GRMN vs VCLT
-17.2%
+101.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.2% |
| 7D | +2.4% | -1.4% | +3.8% | +3.2% |
| 30D | -8.5% | -1.2% | -7.3% | -7.8% |
| 3M | +19.5% | -4.8% | +24.2% | +22.9% |
| 6M | +21.2% | -2.6% | +23.8% | +23.0% |
| YTD | +41.0% | -3.3% | +44.4% | +43.9% |
| 1Y | +19.6% | -4.8% | +24.4% | +23.2% |
| 3Y | +183.8% | +11.5% | +172.3% | +167.3% |
| All | +84.4% | -17.2% | +101.7% | +77.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling