+143.6%
VMC vs GRMN
+646.1%
-502.4%
-49.2%
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 | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -3.7% | -1.8% | -1.9% | -2.9% |
| 30D | -12.8% | -12.1% | -0.7% | -7.9% |
| 3M | -7.9% | +18.0% | -25.9% | -15.0% |
| 6M | -7.5% | +13.7% | -21.2% | -13.4% |
| YTD | -11.6% | +35.3% | -46.9% | -23.8% |
| 1Y | -14.3% | +17.2% | -31.5% | -21.8% |
| 3Y | +18.5% | +179.6% | -161.1% | -34.4% |
| 5Y | +46.8% | +75.6% | -28.8% | +1.7% |
| All | +143.6% | +646.1% | -502.4% | -17.6% |
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