-49.4%
VG vs GRMN
+38.2%
-87.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +1.9% |
| 7D | -7.7% | +6.3% | -14.0% | -9.1% |
| 30D | -8.8% | +7.6% | -16.4% | -10.9% |
| 3M | -15.6% | -7.5% | -8.2% | -14.0% |
| 6M | +5.2% | +21.2% | -16.0% | -1.9% |
| YTD | +76.9% | +44.0% | +32.9% | +46.5% |
| 1Y | +42.5% | +44.7% | -2.2% | +17.4% |
| All | -49.4% | +38.2% | -87.6% | -57.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling