-68.4%
VFC vs GRMN
+119.5%
-187.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.1% | +4.3% | +3.9% |
| 7D | +1.6% | -0.9% | +2.5% | +2.1% |
| 30D | +25.5% | +1.2% | +24.3% | +24.4% |
| 3M | +41.3% | -8.9% | +50.2% | +48.7% |
| 6M | +22.2% | +23.0% | -0.8% | +3.2% |
| YTD | +16.4% | +41.2% | -24.8% | -10.9% |
| 1Y | +38.4% | +47.5% | -9.1% | +3.2% |
| 3Y | +56.2% | +155.8% | -99.5% | -16.0% |
| All | -68.4% | +119.5% | -187.9% | -81.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling