+435.3%
GNRC vs VYM
+209.2%
+226.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.7% | +2.3% | +2.0% |
| 7D | -0.2% | -0.8% | +0.6% | +0.9% |
| 30D | -15.7% | -2.2% | -13.5% | -13.1% |
| 3M | -27.3% | +3.1% | -30.4% | -30.3% |
| 6M | -12.1% | +9.7% | -21.8% | -21.8% |
| YTD | +37.1% | +14.9% | +22.2% | +15.1% |
| 1Y | -0.5% | +17.6% | -18.0% | -18.5% |
| 3Y | +61.5% | +65.3% | -3.8% | -13.4% |
| 5Y | -58.6% | +78.7% | -137.3% | -78.7% |
| All | +435.3% | +209.2% | +226.2% | +36.6% |
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