+221.9%
VIK vs GRMN
+84.2%
+137.6%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.3% | -1.2% |
| 7D | -1.8% | -1.8% | 0.0% | -1.2% |
| 30D | -17.3% | -12.1% | -5.2% | -13.2% |
| 3M | -5.1% | +18.0% | -23.0% | -11.9% |
| 6M | +16.2% | +13.7% | +2.5% | +9.5% |
| YTD | +17.6% | +35.3% | -17.7% | +3.4% |
| 1Y | +33.5% | +17.2% | +16.3% | +22.9% |
| All | +221.9% | +84.2% | +137.6% | +165.2% |
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