+551.0%
GS vs VYM
+498.9%
+52.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +0.5% |
| 7D | -0.1% | -0.2% | 0.0% | +0.3% |
| 30D | +3.7% | +3.6% | +0.1% | -1.2% |
| 3M | -10.0% | -0.1% | -9.8% | -9.4% |
| 6M | -1.0% | +7.1% | -8.1% | -9.7% |
| YTD | +7.0% | +17.0% | -10.0% | -13.7% |
| 1Y | +16.6% | +19.0% | -2.3% | -8.0% |
| 3Y | +204.4% | +74.4% | +130.0% | +42.9% |
| 5Y | +160.0% | +72.7% | +87.4% | +24.7% |
| 10Y | +458.9% | +206.6% | +252.2% | +21.0% |
| All | +551.0% | +498.9% | +52.1% | -37.4% |
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