+668.3%
GRMN vs VT
+215.5%
+452.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.5% |
| 7D | +4.7% | -2.3% | +7.0% | +7.1% |
| 30D | +3.4% | -5.0% | +8.4% | +8.5% |
| 3M | -5.0% | -4.9% | -0.2% | -0.4% |
| 6M | +18.6% | -1.5% | +20.1% | +19.8% |
| YTD | +42.5% | +8.5% | +34.0% | +30.9% |
| 1Y | +42.3% | +11.4% | +30.9% | +27.4% |
| 3Y | +158.5% | +70.1% | +88.4% | +54.2% |
| 5Y | +123.6% | +53.7% | +69.8% | +47.0% |
| All | +668.3% | +215.5% | +452.8% | +163.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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