+911.8%
VLO vs GRMN
+646.1%
+265.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +4.0% | -1.8% | +5.8% | +4.7% |
| 30D | +19.0% | -12.1% | +31.1% | +24.9% |
| 3M | +50.0% | +18.0% | +32.0% | +38.8% |
| 6M | +79.1% | +13.7% | +65.4% | +66.3% |
| YTD | +140.3% | +35.3% | +105.0% | +105.4% |
| 1Y | +148.3% | +17.2% | +131.1% | +124.4% |
| 3Y | +194.6% | +179.6% | +15.0% | +63.4% |
| 5Y | +609.6% | +75.6% | +534.0% | +413.7% |
| All | +911.8% | +646.1% | +265.7% | +212.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling