+238.0%
GM vs VYM
+552.4%
-314.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -1.5% |
| 7D | -2.4% | -0.8% | -1.6% | -1.4% |
| 30D | -1.1% | -2.2% | +1.1% | +2.0% |
| 3M | +6.1% | +3.1% | +3.1% | +1.9% |
| 6M | +15.0% | +9.7% | +5.2% | +1.4% |
| YTD | +6.0% | +14.9% | -8.9% | -12.2% |
| 1Y | +47.1% | +17.6% | +29.5% | +18.1% |
| 3Y | +170.5% | +65.3% | +105.2% | +36.8% |
| 5Y | +80.5% | +78.7% | +1.8% | -15.1% |
| 10Y | +238.7% | +208.2% | +30.5% | -19.6% |
| All | +238.0% | +552.4% | -314.3% | -71.1% |
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