+373.4%
VST vs GRMN
+176.7%
+196.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.6% | +3.5% |
| 7D | +8.9% | -2.9% | +11.8% | +9.7% |
| 30D | +6.2% | -8.4% | +14.6% | +8.7% |
| 3M | -2.7% | +15.0% | -17.7% | -7.3% |
| 6M | -8.4% | +11.2% | -19.6% | -12.0% |
| YTD | -7.2% | +37.7% | -44.9% | -17.1% |
| 1Y | -20.9% | +18.5% | -39.4% | -26.3% |
| All | +373.4% | +176.7% | +196.8% | +258.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling