-0.8%
GFS vs VYM
+72.6%
-73.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.6% | +1.0% |
| 7D | +3.2% | -1.9% | +5.1% | +6.7% |
| 30D | -9.6% | -2.6% | -7.0% | -5.2% |
| 3M | -38.5% | +3.6% | -42.1% | -42.3% |
| 6M | -1.3% | +8.7% | -10.0% | -14.1% |
| YTD | +31.8% | +14.1% | +17.7% | +5.4% |
| 1Y | +44.6% | +17.8% | +26.7% | +9.7% |
| 3Y | -20.6% | +64.5% | -85.2% | -64.7% |
| All | -0.8% | +72.6% | -73.4% | -54.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling