+49.8%
GYLD vs VOO
+614.5%
-564.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.7% |
| 7D | -1.4% | +2.6% | -3.9% | -2.5% |
| 30D | -2.0% | -2.0% | 0.0% | -1.2% |
| 3M | -8.4% | -2.8% | -5.6% | -7.3% |
| 6M | -4.3% | +2.2% | -6.4% | -5.5% |
| YTD | +2.2% | +11.5% | -9.3% | -3.3% |
| 1Y | +5.1% | +13.5% | -8.4% | -1.4% |
| 3Y | +40.3% | +78.1% | -37.8% | +3.8% |
| 5Y | +29.2% | +73.1% | -43.9% | -4.2% |
| 10Y | +54.7% | +310.7% | -256.1% | -29.8% |
| All | +49.8% | +614.5% | -564.7% | -47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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