+206.1%
GLD vs VYM
+205.6%
+0.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -4.6% | +3.7% | -8.3% | -4.9% |
| 30D | -5.5% | +3.7% | -9.1% | -5.8% |
| 3M | -10.9% | -0.7% | -10.2% | -10.9% |
| 6M | -17.4% | +7.2% | -24.6% | -17.9% |
| YTD | -10.3% | +16.9% | -27.3% | -11.4% |
| 1Y | -7.2% | +19.6% | -26.8% | -8.4% |
| 3Y | +96.9% | +74.6% | +22.3% | +90.0% |
| 5Y | +103.8% | +72.3% | +31.4% | +96.5% |
| All | +206.1% | +205.6% | +0.5% | +196.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling