+271.4%
VFC vs GRMN
+6,655.2%
-6,383.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.4% | +2.4% |
| 7D | -1.6% | -2.9% | +1.3% | -0.8% |
| 30D | -11.6% | -8.4% | -3.2% | -9.3% |
| 3M | -18.1% | +15.0% | -33.1% | -22.5% |
| 6M | -27.4% | +11.2% | -38.6% | -30.5% |
| YTD | -24.8% | +37.7% | -62.5% | -32.5% |
| 1Y | -8.2% | +18.5% | -26.7% | -13.9% |
| 3Y | -29.1% | +175.8% | -204.9% | -46.8% |
| 5Y | -79.2% | +75.1% | -154.3% | -82.5% |
| 10Y | -68.1% | +637.0% | -705.1% | -80.4% |
| All | +271.4% | +6,655.2% | -6,383.8% | +49.8% |
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