+629.5%
GS vs VYM
+492.8%
+136.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.6% |
| 7D | +0.9% | 0.0% | +1.0% | +1.0% |
| 30D | -1.6% | -0.5% | -1.0% | -0.8% |
| 3M | -4.5% | +3.0% | -7.5% | -8.3% |
| 6M | +20.9% | +8.2% | +12.7% | +8.5% |
| YTD | +19.9% | +15.8% | +4.1% | -2.2% |
| 1Y | +41.4% | +20.8% | +20.6% | +8.7% |
| 3Y | +239.2% | +65.3% | +173.9% | +71.4% |
| 5Y | +185.0% | +76.6% | +108.5% | +31.9% |
| 10Y | +655.0% | +203.9% | +451.1% | +65.2% |
| All | +629.5% | +492.8% | +136.7% | -29.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling