+58.5%
GGLL vs VYM
+19.1%
+39.4%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.5% | -4.0% | -3.5% |
| 7D | -3.9% | -1.0% | -2.9% | -2.0% |
| 30D | -15.4% | -2.0% | -13.3% | -11.9% |
| 3M | -21.9% | +3.1% | -25.0% | -26.0% |
| 6M | +4.5% | +8.9% | -4.4% | -11.8% |
| YTD | -2.4% | +14.7% | -17.1% | -26.1% |
| All | +58.5% | +19.1% | +39.4% | +10.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling