+111.1%
VSH vs GRMN
+628.7%
-517.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.1% | -3.1% | -3.6% |
| 7D | +14.3% | -0.9% | +15.2% | +15.2% |
| 30D | -7.9% | +1.2% | -9.0% | -8.9% |
| 3M | -19.9% | -8.9% | -10.9% | -15.8% |
| 6M | -30.5% | +23.0% | -53.5% | -40.8% |
| YTD | +85.7% | +41.2% | +44.4% | +43.5% |
| 1Y | +98.9% | +47.5% | +51.4% | +49.8% |
| 3Y | +32.1% | +155.8% | -123.7% | -33.1% |
| 5Y | +39.7% | +120.2% | -80.5% | -22.9% |
| All | +111.1% | +628.7% | -517.6% | -39.2% |
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