-79.0%
VFC vs GRMN
+75.7%
-154.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -1.5% |
| 7D | -2.3% | -1.4% | -0.9% | -1.6% |
| 30D | -13.4% | -13.1% | -0.3% | -6.2% |
| 3M | -23.7% | +14.9% | -38.6% | -32.1% |
| 6M | -24.5% | +13.1% | -37.6% | -32.1% |
| YTD | -27.8% | +35.3% | -63.1% | -42.6% |
| 1Y | -13.5% | +16.0% | -29.4% | -24.2% |
| 3Y | -27.1% | +179.6% | -206.7% | -61.8% |
| 5Y | -79.0% | +75.0% | -154.0% | -88.1% |
| All | -79.0% | +75.7% | -154.7% | -88.1% |
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 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