+325.3%
VWO vs GRMN
+1,896.4%
-1,571.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.2% |
| 7D | +0.2% | -1.4% | +1.6% | +0.6% |
| 30D | +0.9% | -13.1% | +14.0% | +5.6% |
| 3M | +4.3% | +14.9% | -10.7% | -1.4% |
| 6M | +10.5% | +13.1% | -2.6% | +5.0% |
| YTD | +13.4% | +35.3% | -21.9% | +0.9% |
| 1Y | +18.6% | +16.0% | +2.6% | +10.7% |
| 3Y | +65.8% | +179.6% | -113.8% | +9.0% |
| 5Y | +35.2% | +75.0% | -39.8% | +3.1% |
| 10Y | +116.6% | +644.1% | -527.5% | -3.3% |
| All | +325.3% | +1,896.4% | -1,571.1% | +15.2% |
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