+647.1%
GD vs VYM
+492.8%
+154.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.4% |
| 7D | -5.3% | 0.0% | -5.2% | -5.2% |
| 30D | -6.4% | -0.5% | -5.9% | -6.0% |
| 3M | +5.7% | +3.0% | +2.7% | +2.9% |
| 6M | -0.9% | +8.2% | -9.2% | -7.8% |
| YTD | +8.2% | +15.8% | -7.7% | -5.3% |
| 1Y | +13.4% | +20.8% | -7.4% | -4.3% |
| 3Y | +68.5% | +65.3% | +3.2% | +6.6% |
| 5Y | +97.2% | +76.6% | +20.6% | +17.1% |
| 10Y | +190.2% | +203.9% | -13.7% | +7.8% |
| All | +647.1% | +492.8% | +154.3% | +57.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling