+220.7%
VT vs GRMN
+664.0%
-443.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.2% | +0.4% | +1.8% |
| 7D | +0.4% | +6.4% | -6.0% | -1.8% |
| 30D | -2.6% | +8.7% | -11.3% | -5.6% |
| 3M | -3.2% | -5.8% | +2.5% | -1.5% |
| 6M | +0.9% | +22.5% | -21.6% | -7.5% |
| YTD | +11.3% | +45.6% | -34.3% | -5.0% |
| 1Y | +14.0% | +47.5% | -33.5% | -3.2% |
| 3Y | +75.8% | +166.2% | -90.4% | +9.3% |
| 5Y | +57.8% | +124.1% | -66.3% | +4.0% |
| All | +220.7% | +664.0% | -443.3% | +33.7% |
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 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