+637.6%
GRMN vs VIG
+247.5%
+390.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.5% |
| 7D | -1.8% | -2.2% | +0.4% | +0.6% |
| 30D | -12.1% | -3.2% | -8.9% | -9.0% |
| 3M | +18.0% | +3.0% | +15.0% | +14.1% |
| 6M | +13.7% | +8.1% | +5.6% | +4.7% |
| YTD | +35.3% | +9.1% | +26.2% | +23.7% |
| 1Y | +17.2% | +12.6% | +4.7% | +3.8% |
| 3Y | +179.6% | +55.4% | +124.2% | +79.7% |
| 5Y | +75.6% | +62.8% | +12.8% | +8.3% |
| All | +637.6% | +247.5% | +390.1% | +120.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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