+192.7%
VSH vs GRMN
+677.8%
-485.0%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +4.2% | +1.9% | +3.6% |
| 7D | +4.8% | +2.4% | +2.3% | +3.3% |
| 30D | -0.7% | -8.5% | +7.8% | +4.7% |
| 3M | -43.1% | +19.5% | -62.5% | -50.4% |
| 6M | +91.8% | +21.2% | +70.6% | +66.1% |
| YTD | +131.6% | +41.0% | +90.6% | +80.6% |
| 1Y | +118.1% | +19.6% | +98.5% | +88.5% |
| 3Y | +40.9% | +183.8% | -142.9% | -33.5% |
| 5Y | +75.8% | +83.0% | -7.3% | +11.0% |
| All | +192.7% | +677.8% | -485.0% | -21.5% |
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