+639.6%
GD vs VYM
+477.4%
+162.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.2% | -0.2% |
| 7D | -5.0% | -2.8% | -2.1% | -2.5% |
| 30D | +8.9% | +1.0% | +7.9% | +7.9% |
| 3M | -8.0% | -2.9% | -5.1% | -5.6% |
| 6M | +2.9% | +2.6% | +0.3% | +0.5% |
| YTD | +7.1% | +12.8% | -5.7% | -4.0% |
| 1Y | +5.9% | +16.8% | -10.8% | -7.9% |
| 3Y | +53.9% | +66.9% | -13.0% | -3.6% |
| 5Y | +95.4% | +66.5% | +28.9% | +22.4% |
| 10Y | +193.5% | +207.8% | -14.3% | +8.0% |
| All | +639.6% | +477.4% | +162.2% | +59.5% |
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