+720.2%
VMC vs GRMN
+6,655.2%
-5,935.0%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | -4.3% | -2.9% | -1.5% | -3.4% |
| 30D | -8.2% | -8.4% | +0.2% | -5.7% |
| 3M | -7.0% | +15.0% | -22.0% | -11.5% |
| 6M | -10.8% | +11.2% | -22.0% | -14.3% |
| YTD | -7.4% | +37.7% | -45.1% | -17.1% |
| 1Y | -9.5% | +18.5% | -28.0% | -15.4% |
| 3Y | +20.5% | +175.8% | -155.3% | -16.1% |
| 5Y | +51.6% | +75.1% | -23.5% | +20.6% |
| 10Y | +150.0% | +637.0% | -487.0% | +29.7% |
| All | +720.2% | +6,655.2% | -5,935.0% | +137.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling