+561.8%
GWW vs VYM
+209.2%
+352.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | 0.0% |
| 7D | -3.4% | -0.8% | -2.6% | -2.6% |
| 30D | -1.9% | -2.2% | +0.3% | +0.4% |
| 3M | -2.4% | +3.1% | -5.5% | -5.4% |
| 6M | +15.7% | +9.7% | +6.0% | +5.0% |
| YTD | +27.6% | +14.9% | +12.7% | +10.7% |
| 1Y | +27.2% | +17.6% | +9.6% | +7.8% |
| 3Y | +89.7% | +65.3% | +24.4% | +13.1% |
| 5Y | +223.9% | +78.7% | +145.2% | +78.3% |
| All | +561.8% | +209.2% | +352.6% | +99.3% |
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