+190.6%
GD vs VYM
+201.8%
-11.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.3% | -0.4% |
| 7D | -3.5% | +0.1% | -3.6% | -3.6% |
| 30D | -9.0% | -1.3% | -7.8% | -7.9% |
| 3M | +5.1% | +4.1% | +1.0% | +1.2% |
| 6M | -1.0% | +9.8% | -10.8% | -9.6% |
| YTD | +7.3% | +15.3% | -8.0% | -6.5% |
| 1Y | +12.4% | +20.0% | -7.6% | -5.7% |
| 3Y | +73.7% | +66.2% | +7.5% | +5.2% |
| 5Y | +93.8% | +77.5% | +16.2% | +9.2% |
| 10Y | +190.6% | +201.7% | -11.1% | -1.8% |
| All | +190.6% | +201.8% | -11.2% | -1.8% |
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