+390.3%
GDDY vs VIG
+267.8%
+122.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.0% | +1.0% |
| 7D | -3.2% | -1.1% | -2.1% | -2.0% |
| 30D | +6.8% | -2.7% | +9.6% | +10.1% |
| 3M | +30.5% | +2.5% | +27.9% | +27.3% |
| 6M | +13.3% | +9.2% | +4.1% | +3.0% |
| YTD | -21.0% | +9.8% | -30.8% | -28.7% |
| 1Y | -34.0% | +12.4% | -46.4% | -42.0% |
| 3Y | +33.1% | +55.9% | -22.8% | -18.2% |
| 5Y | +30.3% | +63.9% | -33.6% | -23.8% |
| 10Y | +205.5% | +249.1% | -43.5% | -20.4% |
| All | +390.3% | +267.8% | +122.6% | +23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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