-13.5%
VFC vs GRMN
+15.7%
-29.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -1.8% |
| 7D | -2.3% | -1.4% | -0.9% | -1.9% |
| 30D | -13.4% | -13.1% | -0.3% | -9.7% |
| 3M | -23.7% | +14.9% | -38.6% | -29.3% |
| 6M | -24.5% | +13.1% | -37.6% | -29.2% |
| YTD | -27.8% | +35.3% | -63.1% | -40.4% |
| 1Y | -13.5% | +16.0% | -29.4% | -27.7% |
| All | -13.5% | +15.7% | -29.2% | -27.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling