+2,545.5%
VRT vs GRMN
+408.1%
+2,137.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -1.3% | -8.3% | -9.0% |
| 7D | +2.4% | -1.4% | +3.8% | +3.2% |
| 30D | -2.7% | -13.1% | +10.4% | +4.5% |
| 3M | -9.2% | +14.9% | -24.1% | -18.3% |
| 6M | -0.5% | +13.1% | -13.6% | -9.7% |
| YTD | +62.3% | +35.3% | +27.1% | +32.0% |
| 1Y | +109.6% | +16.0% | +93.6% | +84.8% |
| 3Y | +573.1% | +179.6% | +393.5% | +224.0% |
| 5Y | +953.6% | +75.0% | +878.6% | +531.3% |
| All | +2,545.5% | +408.1% | +2,137.4% | +1,018.6% |
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 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