+1,250.4%
VUG vs GRMN
+1,893.5%
-643.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -0.1% | -2.9% | +2.8% | +0.7% |
| 30D | -0.3% | -8.4% | +8.1% | +2.2% |
| 3M | -0.7% | +15.0% | -15.7% | -5.2% |
| 6M | +14.6% | +11.2% | +3.4% | +10.3% |
| YTD | +9.0% | +37.7% | -28.7% | -1.6% |
| 1Y | +14.9% | +18.5% | -3.6% | +7.8% |
| 3Y | +86.0% | +175.8% | -89.8% | +33.9% |
| 5Y | +76.7% | +75.1% | +1.6% | +43.3% |
| 10Y | +411.3% | +637.0% | -225.7% | +187.6% |
| All | +1,250.4% | +1,893.5% | -643.1% | +428.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling