+30.4%
GDDY vs VO
+42.1%
-11.8%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.0% |
| 7D | -3.2% | -1.5% | -1.7% | -1.8% |
| 30D | +6.8% | -3.0% | +9.8% | +9.8% |
| 3M | +30.5% | +2.8% | +27.6% | +27.1% |
| 6M | +13.3% | +10.9% | +2.4% | +2.2% |
| YTD | -21.0% | +12.5% | -33.4% | -29.7% |
| 1Y | -34.0% | +12.0% | -46.0% | -41.1% |
| 3Y | +33.1% | +56.3% | -23.2% | -14.9% |
| All | +30.4% | +42.1% | -11.8% | -8.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling