+55.9%
VFC vs GRMN
+165.7%
-109.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -1.5% |
| 7D | -1.4% | +1.7% | -3.0% | -2.3% |
| 30D | +30.7% | +10.2% | +20.5% | +23.7% |
| 3M | +40.6% | -4.7% | +45.3% | +44.0% |
| 6M | +16.5% | +22.3% | -5.8% | 0.0% |
| YTD | +16.2% | +46.7% | -30.5% | -12.4% |
| 1Y | +42.4% | +49.6% | -7.2% | +6.2% |
| All | +55.9% | +165.7% | -109.8% | -20.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling