+142.9%
VMC vs GRMN
+646.0%
-503.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.3% | -2.0% | -2.7% |
| 7D | -5.3% | -1.4% | -3.9% | -4.7% |
| 30D | -12.3% | -13.1% | +0.8% | -6.9% |
| 3M | -10.3% | +14.9% | -25.2% | -16.2% |
| 6M | -8.6% | +13.1% | -21.7% | -14.2% |
| YTD | -11.9% | +35.3% | -47.2% | -24.0% |
| 1Y | -13.9% | +16.0% | -29.9% | -21.1% |
| 3Y | +18.2% | +179.6% | -161.4% | -34.6% |
| 5Y | +47.7% | +75.0% | -27.3% | +2.6% |
| All | +142.9% | +646.0% | -503.1% | -17.9% |
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