+165.5%
GGLL vs VYM
+74.7%
+90.8%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -1.9% |
| 7D | +7.7% | +3.7% | +4.0% | +2.1% |
| 30D | -30.2% | +3.7% | -33.9% | -34.3% |
| 3M | -31.3% | -0.7% | -30.6% | -30.7% |
| 6M | -52.1% | +7.2% | -59.3% | -57.3% |
| YTD | -25.9% | +16.9% | -42.8% | -41.8% |
| 1Y | -8.5% | +19.6% | -28.1% | -30.5% |
| 3Y | +165.5% | +74.6% | +91.0% | +58.1% |
| All | +165.5% | +74.7% | +90.8% | +58.1% |
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 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