-3.5%
VUG vs GRMN
+20.7%
-24.2%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.8% |
| 7D | +2.5% | -0.9% | +3.4% | +2.6% |
| 30D | -6.3% | +1.2% | -7.5% | -6.4% |
| 3M | -6.0% | -8.9% | +2.9% | -5.7% |
| 6M | -3.5% | +23.0% | -26.5% | -7.0% |
| All | -3.5% | +20.7% | -24.2% | -7.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling