+2,290.1%
GWW vs VYM
+488.1%
+1,802.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.3% |
| 3M | -2.4% | +3.1% | -5.5% | -5.3% |
| 6M | +15.7% | +9.7% | +6.0% | +5.7% |
| YTD | +27.6% | +14.9% | +12.7% | +11.7% |
| 1Y | +27.2% | +17.6% | +9.6% | +8.9% |
| 3Y | +89.7% | +65.3% | +24.4% | +17.1% |
| 5Y | +223.9% | +78.7% | +145.2% | +86.2% |
| 10Y | +567.1% | +208.2% | +358.9% | +131.9% |
| All | +2,290.1% | +488.1% | +1,802.0% | +385.9% |
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