+1,116.3%
VST vs GRMN
+676.1%
+440.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -0.3% | +10.8% | +10.7% |
| 7D | -9.8% | +4.7% | -14.5% | -11.7% |
| 30D | -25.1% | +3.4% | -28.6% | -26.5% |
| 3M | -11.6% | -5.0% | -6.5% | -10.6% |
| 6M | -20.9% | +18.6% | -39.5% | -27.2% |
| YTD | -22.3% | +42.5% | -64.8% | -34.1% |
| 1Y | -32.0% | +42.3% | -74.3% | -42.4% |
| 3Y | +262.4% | +158.5% | +103.9% | +132.2% |
| 5Y | +563.4% | +123.6% | +439.8% | +343.1% |
| All | +1,116.3% | +676.1% | +440.3% | +456.9% |
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 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