+245.7%
GLDM vs VYM
+149.2%
+96.5%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.0% |
| 7D | +0.2% | -1.0% | +1.1% | +0.3% |
| 30D | +0.3% | -2.0% | +2.3% | +0.4% |
| 3M | +3.3% | +3.1% | +0.2% | +3.0% |
| 6M | -14.5% | +8.9% | -23.4% | -15.1% |
| YTD | +1.9% | +14.7% | -12.8% | +0.9% |
| 1Y | +21.1% | +19.4% | +1.7% | +19.5% |
| 3Y | +128.6% | +65.4% | +63.2% | +121.1% |
| 5Y | +143.8% | +77.6% | +66.2% | +135.1% |
| All | +245.7% | +149.2% | +96.5% | +218.8% |
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 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