+912.1%
GRMN vs VYM
+484.2%
+428.0%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.5% |
| 7D | -1.8% | -1.9% | +0.1% | +0.1% |
| 30D | -12.1% | -2.6% | -9.5% | -9.7% |
| 3M | +18.0% | +3.6% | +14.4% | +13.7% |
| 6M | +13.7% | +8.7% | +5.0% | +4.5% |
| YTD | +35.3% | +14.1% | +21.2% | +18.4% |
| 1Y | +17.2% | +17.8% | -0.6% | -0.6% |
| 3Y | +179.6% | +64.5% | +115.1% | +70.9% |
| 5Y | +75.6% | +77.5% | -2.0% | -0.2% |
| 10Y | +644.2% | +206.1% | +438.0% | +139.3% |
| All | +912.1% | +484.2% | +428.0% | +70.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling