+669.0%
GRMN vs VYM
+209.2%
+459.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.7% | +3.6% | +3.6% |
| 7D | +2.4% | -0.8% | +3.2% | +3.3% |
| 30D | -8.5% | -2.2% | -6.2% | -6.3% |
| 3M | +19.5% | +3.1% | +16.4% | +15.8% |
| 6M | +21.2% | +9.7% | +11.5% | +10.5% |
| YTD | +41.0% | +14.9% | +26.2% | +23.1% |
| 1Y | +19.6% | +17.6% | +2.0% | +2.1% |
| 3Y | +183.8% | +65.3% | +118.5% | +76.4% |
| 5Y | +83.0% | +78.7% | +4.3% | +6.4% |
| All | +669.0% | +209.2% | +459.8% | +161.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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