+390.3%
GDDY vs VYM
+236.9%
+153.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.2% |
| 7D | -3.2% | -0.8% | -2.4% | -2.5% |
| 30D | +6.8% | -2.2% | +9.1% | +9.0% |
| 3M | +30.5% | +3.1% | +27.4% | +27.1% |
| 6M | +13.3% | +9.7% | +3.6% | +4.0% |
| YTD | -21.0% | +14.9% | -35.9% | -30.6% |
| 1Y | -34.0% | +17.6% | -51.6% | -43.3% |
| 3Y | +33.1% | +65.3% | -32.2% | -16.7% |
| 5Y | +30.3% | +78.7% | -48.4% | -23.6% |
| 10Y | +205.5% | +208.2% | -2.7% | +7.7% |
| All | +390.3% | +236.9% | +153.4% | +74.1% |
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