+313.5%
GGLL vs VYM
+76.8%
+236.7%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.9% |
| 7D | -5.8% | -1.9% | -3.9% | -3.0% |
| 30D | -7.2% | -2.6% | -4.6% | -3.3% |
| 3M | -17.5% | +3.6% | -21.1% | -21.8% |
| 6M | +5.1% | +8.7% | -3.6% | -6.9% |
| YTD | -1.3% | +14.1% | -15.5% | -19.1% |
| 1Y | +60.2% | +17.8% | +42.4% | +25.8% |
| 3Y | +230.8% | +64.5% | +166.3% | +61.8% |
| All | +313.5% | +76.8% | +236.7% | +90.1% |
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