+606.9%
GEV vs VYM
+44.1%
+562.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.3% | -1.9% |
| 7D | -1.9% | -1.9% | 0.0% | +1.3% |
| 30D | -8.7% | -2.6% | -6.1% | -4.4% |
| 3M | +6.6% | +3.6% | +3.0% | -0.1% |
| 6M | +10.2% | +8.7% | +1.5% | -4.7% |
| YTD | +41.6% | +14.1% | +27.5% | +12.6% |
| 1Y | +43.9% | +17.8% | +26.1% | +8.8% |
| All | +606.9% | +44.1% | +562.8% | +290.2% |
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