+151.9%
GIS vs VYM
+484.2%
-332.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -2.8% |
| 7D | -8.4% | -1.9% | -6.5% | -7.6% |
| 30D | -5.2% | -2.6% | -2.6% | -4.0% |
| 3M | +8.2% | +3.6% | +4.6% | +6.5% |
| 6M | -12.0% | +8.7% | -20.7% | -15.4% |
| YTD | -18.9% | +14.1% | -33.0% | -23.8% |
| 1Y | -23.6% | +17.8% | -41.4% | -29.4% |
| 3Y | -37.6% | +64.5% | -102.1% | -51.0% |
| 5Y | -25.2% | +77.5% | -102.7% | -43.6% |
| 10Y | -19.3% | +206.1% | -225.5% | -54.1% |
| All | +151.9% | +484.2% | -332.2% | +10.3% |
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 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