+298.0%
VST vs GRMN
+165.7%
+132.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | -0.1% | +1.3% |
| 7D | +10.9% | +1.7% | +9.3% | +10.6% |
| 30D | -15.6% | +10.2% | -25.8% | -17.9% |
| 3M | -7.8% | -4.7% | -3.1% | -6.8% |
| 6M | -12.0% | +22.3% | -34.2% | -17.6% |
| YTD | -16.9% | +46.7% | -63.6% | -27.2% |
| 1Y | -25.1% | +49.6% | -74.7% | -34.8% |
| All | +298.0% | +165.7% | +132.3% | +206.7% |
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