+240.5%
GGLL vs VYM
+65.7%
+174.8%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.4% | +0.6% |
| 7D | +1.9% | +0.1% | +1.7% | +1.7% |
| 30D | -9.7% | -1.3% | -8.5% | -7.9% |
| 3M | -18.0% | +4.1% | -22.1% | -22.8% |
| 6M | +15.3% | +9.8% | +5.5% | +0.3% |
| YTD | +2.2% | +15.3% | -13.1% | -17.7% |
| 1Y | +73.1% | +20.0% | +53.1% | +31.7% |
| All | +240.5% | +65.7% | +174.8% | +77.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling