+1,077.6%
GRMN vs VIG
+617.8%
+459.8%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | +0.4% |
| 7D | +0.2% | -0.4% | +0.6% | +0.6% |
| 30D | -11.3% | -2.1% | -9.2% | -9.2% |
| 3M | +17.7% | +3.3% | +14.4% | +13.3% |
| 6M | +14.2% | +9.3% | +4.9% | +3.4% |
| YTD | +37.0% | +10.1% | +26.9% | +23.3% |
| 1Y | +17.0% | +14.7% | +2.3% | +0.8% |
| 3Y | +183.2% | +56.9% | +126.3% | +74.5% |
| 5Y | +77.3% | +62.9% | +14.3% | +5.3% |
| 10Y | +630.9% | +241.3% | +389.6% | +87.9% |
| All | +1,077.6% | +617.8% | +459.8% | +21.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling