+194.0%
GGLL vs VYM
+79.5%
+114.5%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -1.3% |
| 7D | +5.1% | +0.1% | +5.0% | +5.0% |
| 30D | -35.5% | +3.0% | -38.4% | -38.6% |
| 3M | -39.2% | -1.0% | -38.1% | -38.4% |
| 6M | -54.4% | +6.4% | -60.8% | -58.8% |
| YTD | -29.8% | +15.9% | -45.8% | -44.1% |
| 1Y | -20.4% | +18.7% | -39.1% | -38.7% |
| 3Y | +149.7% | +72.8% | +76.9% | +12.6% |
| All | +194.0% | +79.5% | +114.5% | +31.3% |
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