+438.8%
GS vs VYM
+205.6%
+233.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.5% |
| 7D | +5.9% | +3.7% | +2.2% | +0.7% |
| 30D | +4.3% | +3.7% | +0.6% | -0.6% |
| 3M | -11.7% | -0.7% | -10.9% | -10.4% |
| 6M | -3.2% | +7.2% | -10.4% | -11.5% |
| YTD | +5.8% | +16.9% | -11.1% | -13.9% |
| 1Y | +16.0% | +19.6% | -3.6% | -8.4% |
| 3Y | +199.8% | +74.6% | +125.2% | +45.7% |
| 5Y | +155.5% | +72.3% | +83.2% | +27.6% |
| All | +438.8% | +205.6% | +233.2% | +29.6% |
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