+24.3%
GME vs VYM
+65.1%
-40.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.1% | +3.1% |
| 7D | +10.4% | -0.8% | +11.2% | +11.2% |
| 30D | +14.1% | -2.2% | +16.3% | +16.6% |
| 3M | -4.6% | +3.1% | -7.7% | -7.7% |
| 6M | -13.5% | +9.7% | -23.2% | -21.8% |
| YTD | +5.3% | +14.9% | -9.6% | -9.5% |
| 1Y | -14.9% | +17.6% | -32.5% | -28.7% |
| 3Y | +24.3% | +65.3% | -41.0% | -41.5% |
| All | +24.3% | +65.1% | -40.8% | -41.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling