+142.5%
GLDM vs VYM
+77.8%
+64.7%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.6% |
| 7D | +0.7% | +0.1% | +0.6% | +0.7% |
| 30D | +0.3% | -1.3% | +1.6% | +0.6% |
| 3M | +0.7% | +4.1% | -3.4% | -0.1% |
| 6M | -15.4% | +9.8% | -25.2% | -16.8% |
| YTD | +1.0% | +15.3% | -14.3% | -1.3% |
| 1Y | +19.7% | +20.0% | -0.3% | +16.4% |
| 3Y | +126.5% | +66.2% | +60.3% | +110.0% |
| 5Y | +142.5% | +77.5% | +65.0% | +125.9% |
| All | +142.5% | +77.8% | +64.7% | +125.9% |
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