+195.0%
GRMN vs VLTO
+56.1%
+138.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +1.9% |
| 7D | +6.4% | +2.0% | +4.3% | +5.6% |
| 30D | +8.7% | +21.8% | -13.1% | +0.2% |
| 3M | -5.8% | +20.2% | -26.0% | -12.8% |
| 6M | +22.5% | +36.3% | -13.8% | +7.5% |
| YTD | +45.6% | +18.8% | +26.8% | +34.9% |
| 1Y | +47.5% | +20.4% | +27.1% | +35.6% |
| 3Y | +166.2% | +71.9% | +94.3% | +140.2% |
| All | +195.0% | +56.1% | +138.9% | +166.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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