+328.7%
GGLL vs VYM
+79.4%
+249.3%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -1.7% |
| 7D | -4.8% | 0.0% | -4.8% | -4.7% |
| 30D | -13.7% | -0.5% | -13.1% | -12.9% |
| 3M | -21.9% | +3.0% | -24.9% | -25.2% |
| 6M | +11.7% | +8.2% | +3.4% | -0.6% |
| YTD | +2.3% | +15.8% | -13.5% | -18.0% |
| 1Y | +76.2% | +20.8% | +55.3% | +33.1% |
| 3Y | +245.0% | +65.3% | +179.7% | +67.4% |
| All | +328.7% | +79.4% | +249.3% | +92.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling