+650.5%
GS vs VYM
+202.0%
+448.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | 0.0% |
| 7D | +2.4% | -1.0% | +3.4% | +3.8% |
| 30D | -0.1% | -2.0% | +2.0% | +2.9% |
| 3M | +0.2% | +3.1% | -2.9% | -3.8% |
| 6M | +24.8% | +8.9% | +15.9% | +11.4% |
| YTD | +18.8% | +14.7% | +4.0% | -1.2% |
| 1Y | +37.3% | +19.4% | +17.9% | +8.3% |
| 3Y | +237.9% | +65.4% | +172.5% | +76.0% |
| 5Y | +187.0% | +77.6% | +109.5% | +37.2% |
| 10Y | +650.5% | +207.8% | +442.7% | +65.3% |
| All | +650.5% | +202.0% | +448.5% | +65.3% |
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