+410.1%
GE vs VYM
+76.3%
+333.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | +0.3% |
| 7D | -2.8% | -1.9% | -0.9% | -0.5% |
| 30D | -11.9% | -2.6% | -9.3% | -8.9% |
| 3M | +1.8% | +3.6% | -1.7% | -2.5% |
| 6M | -0.6% | +8.7% | -9.3% | -10.2% |
| YTD | +5.5% | +14.1% | -8.6% | -10.0% |
| 1Y | +15.0% | +17.8% | -2.9% | -5.9% |
| 3Y | +269.5% | +64.5% | +205.0% | +100.8% |
| All | +410.1% | +76.3% | +333.8% | +151.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling