+381.9%
GDDY vs VO
+197.2%
+184.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.9% | +3.9% | +3.8% |
| 7D | -7.0% | -2.5% | -4.5% | -4.7% |
| 30D | +6.2% | -3.2% | +9.4% | +9.6% |
| 3M | +20.0% | +3.9% | +16.1% | +15.3% |
| 6M | +6.8% | +9.6% | -2.8% | -3.0% |
| YTD | -22.3% | +11.6% | -33.9% | -30.8% |
| 1Y | -33.5% | +12.6% | -46.1% | -41.4% |
| 3Y | +29.2% | +55.4% | -26.2% | -17.9% |
| 5Y | +28.1% | +41.8% | -13.8% | -10.7% |
| 10Y | +200.2% | +196.4% | +3.8% | +5.1% |
| All | +381.9% | +197.2% | +184.6% | +24.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling