-23.5%
GFS vs VYM
+72.5%
-96.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.7% |
| 7D | +17.2% | +3.3% | +13.9% | +10.7% |
| 30D | -8.7% | +3.8% | -12.5% | -14.5% |
| 3M | -19.7% | -0.4% | -19.3% | -18.9% |
| 6M | -40.7% | +7.1% | -47.8% | -47.3% |
| YTD | +22.5% | +17.1% | +5.4% | -6.1% |
| 1Y | +25.2% | +18.4% | +6.8% | -5.8% |
| 3Y | -17.7% | +74.5% | -92.2% | -66.6% |
| 5Y | -23.5% | +72.5% | -96.1% | -66.4% |
| All | -23.5% | +72.5% | -96.0% | -66.4% |
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