+52.7%
VMC vs GRMN
+77.9%
-25.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.2% | -1.5% |
| 7D | -0.5% | +0.2% | -0.7% | -0.6% |
| 30D | -9.1% | -11.3% | +2.2% | -5.2% |
| 3M | -4.1% | +17.7% | -21.9% | -10.2% |
| 6M | -5.5% | +14.2% | -19.7% | -10.6% |
| YTD | -8.9% | +37.0% | -45.9% | -19.7% |
| 1Y | -12.9% | +17.0% | -29.9% | -19.2% |
| 3Y | +22.1% | +183.2% | -161.1% | -30.2% |
| All | +52.7% | +77.9% | -25.2% | 0.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling