+24.4%
GH vs VYM
+77.5%
-53.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -2.1% |
| 7D | -2.5% | -0.8% | -1.7% | -1.3% |
| 30D | -4.7% | -2.2% | -2.4% | -1.4% |
| 3M | +20.2% | +3.1% | +17.2% | +14.4% |
| 6M | +78.8% | +9.7% | +69.1% | +54.9% |
| YTD | +54.1% | +14.9% | +39.2% | +24.5% |
| 1Y | +177.1% | +17.6% | +159.5% | +114.9% |
| 3Y | +371.6% | +65.3% | +306.3% | +110.9% |
| All | +24.4% | +77.5% | -53.1% | -42.1% |
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 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