+52.4%
GYLD vs VT
+349.2%
-296.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.1% | +4.1% | +2.2% |
| 7D | -0.3% | -4.2% | +3.9% | +1.9% |
| 30D | -0.6% | -5.8% | +5.2% | +2.4% |
| 3M | -5.5% | -5.2% | -0.2% | -2.9% |
| 6M | -4.3% | +0.1% | -4.5% | -4.8% |
| YTD | +4.0% | +8.2% | -4.2% | -0.9% |
| 1Y | +7.9% | +10.1% | -2.2% | +1.8% |
| 3Y | +43.0% | +69.7% | -26.6% | +4.5% |
| 5Y | +33.0% | +53.4% | -20.4% | +2.0% |
| 10Y | +54.3% | +219.2% | -164.9% | -25.3% |
| All | +52.4% | +349.2% | -296.8% | -36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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