-68.5%
VFC vs GRMN
+677.8%
-746.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +4.2% | +0.1% | +1.8% |
| 7D | -1.4% | +2.4% | -3.8% | -2.8% |
| 30D | -9.0% | -8.5% | -0.5% | -4.0% |
| 3M | -24.2% | +19.5% | -43.6% | -34.5% |
| 6M | -18.5% | +21.2% | -39.7% | -30.2% |
| YTD | -25.9% | +41.0% | -66.9% | -42.9% |
| 1Y | -13.0% | +19.6% | -32.6% | -25.5% |
| 3Y | -20.3% | +183.8% | -204.1% | -61.1% |
| 5Y | -78.1% | +83.0% | -161.1% | -86.1% |
| All | -68.5% | +677.8% | -746.3% | -90.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling