+457.0%
VFC vs GRMN
+6,905.4%
-6,448.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.6% | -0.3% | -2.2% |
| 7D | -1.4% | -0.1% | -1.4% | -1.4% |
| 30D | +24.6% | +3.5% | +21.1% | +23.4% |
| 3M | +38.4% | -7.3% | +45.8% | +41.4% |
| 6M | +15.3% | +21.8% | -6.5% | +7.2% |
| YTD | +12.7% | +42.8% | -30.1% | +0.1% |
| 1Y | +32.7% | +46.5% | -13.8% | +17.1% |
| 3Y | +43.7% | +158.3% | -114.6% | +10.2% |
| 5Y | -69.2% | +122.6% | -191.8% | -75.6% |
| 10Y | -50.0% | +638.0% | -688.0% | -69.5% |
| All | +457.0% | +6,905.4% | -6,448.4% | +122.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling