+33.1%
GDDY vs VO
+55.8%
-22.8%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.1% |
| 7D | -3.2% | -1.5% | -1.7% | -2.0% |
| 30D | +6.8% | -3.0% | +9.8% | +9.4% |
| 3M | +30.5% | +2.8% | +27.6% | +27.5% |
| 6M | +13.3% | +10.9% | +2.4% | +3.5% |
| YTD | -21.0% | +12.5% | -33.4% | -28.8% |
| 1Y | -34.0% | +12.0% | -46.0% | -40.3% |
| 3Y | +33.1% | +56.3% | -23.2% | -15.0% |
| All | +33.1% | +55.8% | -22.8% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 3y: compounded portfolio wealth divided by compounded VO 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…
3y analysis · Full analysis span regression · 6 months rolling