+393.9%
GH vs VYM
+133.5%
+260.4%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -1.7% |
| 7D | -1.2% | -1.9% | +0.6% | +0.8% |
| 30D | -3.7% | -2.6% | -1.1% | -0.9% |
| 3M | +21.7% | +3.6% | +18.1% | +16.9% |
| 6M | +75.7% | +8.7% | +67.1% | +60.7% |
| YTD | +55.7% | +14.1% | +41.6% | +35.2% |
| 1Y | +181.1% | +17.8% | +163.3% | +135.0% |
| 3Y | +371.6% | +64.5% | +307.1% | +181.4% |
| 5Y | +23.2% | +77.5% | -54.3% | -29.1% |
| All | +393.9% | +133.5% | +260.4% | +123.8% |
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