+217.5%
GGLL vs VYM
+81.4%
+136.1%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.5% | +3.4% |
| 7D | +11.5% | +3.3% | +8.2% | +6.2% |
| 30D | -31.2% | +3.8% | -35.0% | -35.3% |
| 3M | -28.7% | -0.4% | -28.3% | -28.5% |
| 6M | -47.2% | +7.1% | -54.3% | -52.8% |
| YTD | -24.3% | +17.1% | -41.3% | -40.5% |
| 1Y | -12.0% | +18.4% | -30.4% | -31.9% |
| 3Y | +169.6% | +74.5% | +95.1% | +19.8% |
| All | +217.5% | +81.4% | +136.1% | +39.7% |
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