-25.7%
GIS vs VYM
+77.5%
-103.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.6% |
| 7D | -6.4% | -0.8% | -5.6% | -6.0% |
| 30D | -6.1% | -2.2% | -3.9% | -5.2% |
| 3M | +7.8% | +3.1% | +4.8% | +6.5% |
| 6M | -8.8% | +9.7% | -18.5% | -12.3% |
| YTD | -19.1% | +14.9% | -34.0% | -23.8% |
| 1Y | -24.8% | +17.6% | -42.3% | -29.9% |
| 3Y | -37.6% | +65.3% | -102.9% | -50.5% |
| All | -25.7% | +77.5% | -103.2% | -43.8% |
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 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