+98.0%
VCIT vs GRMN
+1,462.7%
-1,364.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | 0.0% | 0.0% |
| 7D | -0.3% | -2.9% | +2.5% | -0.3% |
| 30D | -0.8% | -8.4% | +7.7% | -0.6% |
| 3M | -1.0% | +15.0% | -16.0% | -1.3% |
| 6M | -1.8% | +11.2% | -13.0% | -2.1% |
| YTD | -0.7% | +37.7% | -38.4% | -1.4% |
| 1Y | +1.0% | +18.5% | -17.5% | +0.5% |
| 3Y | +18.8% | +175.8% | -157.0% | +16.3% |
| 5Y | +3.5% | +75.1% | -71.6% | +1.2% |
| 10Y | +29.2% | +637.0% | -607.8% | +27.4% |
| All | +98.0% | +1,462.7% | -1,364.7% | +98.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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