+213.7%
VT vs GRMN
+668.8%
-455.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -2.3% | +4.7% | -7.0% | -3.9% |
| 30D | -5.0% | +3.4% | -8.4% | -6.3% |
| 3M | -4.9% | -5.0% | +0.2% | -3.5% |
| 6M | -1.5% | +18.6% | -20.1% | -8.7% |
| YTD | +8.5% | +42.5% | -34.0% | -6.7% |
| 1Y | +11.4% | +42.3% | -30.9% | -4.2% |
| 3Y | +70.1% | +158.5% | -88.4% | +6.9% |
| 5Y | +53.7% | +123.6% | -69.8% | +1.2% |
| All | +213.7% | +668.8% | -455.1% | +31.8% |
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 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