-48.5%
VFC vs GRMN
+665.4%
-713.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -1.6% |
| 7D | -1.4% | +1.7% | -3.0% | -2.4% |
| 30D | +30.7% | +10.2% | +20.5% | +23.0% |
| 3M | +40.6% | -4.7% | +45.3% | +44.3% |
| 6M | +16.5% | +22.3% | -5.8% | -1.2% |
| YTD | +16.2% | +46.7% | -30.5% | -13.0% |
| 1Y | +42.4% | +49.6% | -7.2% | +5.6% |
| 3Y | +48.1% | +165.3% | -117.2% | -23.7% |
| 5Y | -67.8% | +130.3% | -198.1% | -82.3% |
| 10Y | -48.5% | +658.0% | -706.5% | -84.6% |
| All | -48.5% | +665.4% | -713.8% | -84.6% |
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