+328.4%
GGLL vs VYM
+78.6%
+249.7%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.5% |
| YTD | +2.2% | +15.3% | -13.1% | -17.5% |
| 1Y | +73.1% | +20.0% | +53.1% | +32.1% |
| 3Y | +242.7% | +66.2% | +176.5% | +64.9% |
| All | +328.4% | +78.6% | +249.7% | +93.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling