+1,199.2%
VUG vs GRMN
+1,967.4%
-768.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.4% | +0.5% |
| 7D | +4.4% | -0.1% | +4.5% | +4.4% |
| 30D | -7.3% | +3.5% | -10.9% | -8.4% |
| 3M | -4.2% | -7.3% | +3.1% | -2.4% |
| 6M | -1.6% | +21.8% | -23.4% | -7.8% |
| YTD | +4.9% | +42.8% | -37.9% | -6.5% |
| 1Y | +3.8% | +46.5% | -42.7% | -8.2% |
| 3Y | +79.4% | +158.3% | -78.9% | +31.5% |
| 5Y | +63.9% | +122.6% | -58.7% | +24.6% |
| 10Y | +404.0% | +638.0% | -234.0% | +182.3% |
| All | +1,199.2% | +1,967.4% | -768.2% | +401.8% |
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 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