+225.3%
GLDM vs VYM
+150.6%
+74.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.3% | -0.4% | +1.6% |
| 7D | +5.0% | -0.7% | +5.7% | +5.0% |
| 30D | -1.3% | +2.5% | -3.8% | -1.5% |
| 3M | -4.7% | -1.2% | -3.5% | -4.6% |
| 6M | -12.4% | +5.9% | -18.3% | -12.8% |
| YTD | -4.1% | +15.4% | -19.4% | -5.1% |
| 1Y | +3.3% | +18.8% | -15.5% | +2.0% |
| 3Y | +110.9% | +73.8% | +37.1% | +103.5% |
| 5Y | +124.8% | +70.5% | +54.3% | +116.8% |
| All | +225.3% | +150.6% | +74.7% | +199.8% |
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