+51.8%
GYLD price history and return analytics
+350.2%
-298.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | -0.5% | -2.3% | +1.9% | +0.7% |
| 30D | +0.4% | -5.0% | +5.4% | +3.0% |
| 3M | -7.0% | -4.9% | -2.1% | -4.6% |
| 6M | -4.7% | -1.5% | -3.1% | -4.3% |
| YTD | +3.6% | +8.5% | -4.8% | -1.4% |
| 1Y | +7.2% | +11.4% | -4.2% | +0.5% |
| 3Y | +35.9% | +70.1% | -34.1% | -0.8% |
| 5Y | +32.5% | +53.7% | -21.2% | +1.5% |
| 10Y | +53.7% | +220.0% | -166.3% | -25.6% |
| All | +51.8% | +350.2% | -298.4% | -36.9% |
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