+200.7%
GE vs VYM
+487.3%
-286.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.2% |
| 7D | -1.2% | -1.0% | -0.3% | 0.0% |
| 30D | -11.3% | -2.0% | -9.2% | -8.9% |
| 3M | -1.4% | +3.1% | -4.5% | -5.1% |
| 6M | +1.2% | +8.9% | -7.7% | -9.0% |
| YTD | +5.9% | +14.7% | -8.8% | -10.8% |
| 1Y | +18.4% | +19.4% | -1.0% | -5.4% |
| 3Y | +271.0% | +65.4% | +205.6% | +95.5% |
| 5Y | +417.9% | +77.6% | +340.4% | +151.1% |
| 10Y | +152.0% | +207.8% | -55.8% | -36.7% |
| All | +200.7% | +487.3% | -286.5% | -66.6% |
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 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