+539.3%
GS vs VYM
+493.3%
+46.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | -0.2% |
| 7D | +1.6% | +0.1% | +1.5% | +1.6% |
| 30D | +1.7% | +3.0% | -1.3% | -2.3% |
| 3M | -11.6% | -1.0% | -10.6% | -9.9% |
| 6M | -1.9% | +6.4% | -8.3% | -9.7% |
| YTD | +5.1% | +15.9% | -10.8% | -14.1% |
| 1Y | +16.4% | +18.7% | -2.3% | -7.9% |
| 3Y | +199.0% | +72.8% | +126.2% | +42.2% |
| 5Y | +157.4% | +71.2% | +86.2% | +24.9% |
| 10Y | +457.2% | +203.5% | +253.7% | +22.5% |
| All | +539.3% | +493.3% | +46.0% | -37.7% |
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