+164.9%
GD vs VYM
+206.0%
-41.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.2% |
| 7D | +1.9% | +3.3% | -1.4% | -1.3% |
| 30D | +9.2% | +3.8% | +5.4% | +5.4% |
| 3M | -7.5% | -0.4% | -7.1% | -7.2% |
| 6M | +5.8% | +7.1% | -1.3% | -1.1% |
| YTD | +9.8% | +17.1% | -7.3% | -5.8% |
| 1Y | +5.8% | +18.4% | -12.6% | -10.2% |
| 3Y | +58.0% | +74.5% | -16.5% | -8.7% |
| 5Y | +100.4% | +72.5% | +27.9% | +16.5% |
| All | +164.9% | +206.0% | -41.1% | -5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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