+120.4%
VSH vs GRMN
+636.8%
-516.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.6% | -2.0% | -3.1% |
| 7D | +26.2% | -0.1% | +26.3% | +26.5% |
| 30D | -12.5% | +3.5% | -16.0% | -14.7% |
| 3M | -16.9% | -7.3% | -9.6% | -13.7% |
| 6M | -17.0% | +21.8% | -38.7% | -28.9% |
| YTD | +93.8% | +42.8% | +51.0% | +48.8% |
| 1Y | +99.3% | +46.5% | +52.9% | +50.8% |
| 3Y | +35.0% | +158.3% | -123.3% | -32.1% |
| 5Y | +45.8% | +122.6% | -76.8% | -20.0% |
| All | +120.4% | +636.8% | -516.4% | -37.0% |
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 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