+387.0%
VNQ vs GRMN
+2,495.6%
-2,108.6%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.2% | -0.6% |
| 7D | -0.9% | -1.4% | +0.5% | -0.4% |
| 30D | -2.2% | -13.1% | +10.9% | +2.6% |
| 3M | -1.9% | +14.9% | -16.9% | -7.4% |
| 6M | +3.2% | +13.1% | -9.9% | -2.3% |
| YTD | +9.4% | +35.3% | -25.9% | -3.4% |
| 1Y | +7.5% | +16.0% | -8.5% | -0.2% |
| 3Y | +31.1% | +179.6% | -148.5% | -15.2% |
| 5Y | +6.6% | +75.0% | -68.5% | -19.2% |
| 10Y | +63.9% | +644.1% | -580.2% | -27.1% |
| All | +387.0% | +2,495.6% | -2,108.6% | +26.9% |
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