+656.3%
GD vs VYM
+490.6%
+165.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.3% | 0.0% | +0.2% |
| 7D | -3.0% | -0.7% | -2.4% | -2.5% |
| 30D | +9.3% | +2.5% | +6.8% | +6.9% |
| 3M | -7.2% | -1.2% | -6.0% | -6.2% |
| 6M | +5.5% | +5.9% | -0.5% | +0.1% |
| YTD | +9.5% | +15.4% | -5.9% | -3.8% |
| 1Y | +6.4% | +18.8% | -12.4% | -9.0% |
| 3Y | +59.8% | +73.8% | -14.0% | -3.4% |
| 5Y | +98.0% | +70.5% | +27.5% | +21.4% |
| 10Y | +177.4% | +203.2% | -25.8% | +3.2% |
| All | +656.3% | +490.6% | +165.7% | +59.8% |
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 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