+420.5%
VUG vs GRMN
+628.0%
-207.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | 0.0% |
| 7D | +0.1% | -1.4% | +1.5% | +0.7% |
| 30D | -1.7% | -13.1% | +11.4% | +4.2% |
| 3M | +2.8% | +14.9% | -12.1% | -4.2% |
| 6M | +13.6% | +13.1% | +0.5% | +6.2% |
| YTD | +8.1% | +35.3% | -27.2% | -7.2% |
| 1Y | +13.1% | +16.0% | -2.9% | +3.3% |
| 3Y | +87.0% | +179.6% | -92.6% | +3.5% |
| 5Y | +76.0% | +75.0% | +1.0% | +21.5% |
| 10Y | +420.5% | +644.1% | -223.6% | +93.5% |
| All | +420.5% | +628.0% | -207.5% | +93.5% |
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