+240.4%
GS vs VYM
+66.8%
+173.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.5% |
| 7D | +3.4% | +0.1% | +3.3% | +3.2% |
| 30D | +0.2% | -1.3% | +1.5% | +2.4% |
| 3M | -0.3% | +4.1% | -4.4% | -6.6% |
| 6M | +27.4% | +9.8% | +17.6% | +9.4% |
| YTD | +19.6% | +15.3% | +4.3% | -5.0% |
| 1Y | +42.5% | +20.0% | +22.5% | +6.0% |
| 3Y | +240.4% | +66.2% | +174.2% | +59.5% |
| All | +240.4% | +66.8% | +173.6% | +59.5% |
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