+248.0%
GDDY vs VT
+221.8%
+26.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.9% |
| 7D | -0.2% | +2.4% | -2.6% | -2.7% |
| 30D | +10.4% | -1.5% | +11.9% | +11.4% |
| 3M | +13.6% | -4.1% | +17.7% | +17.7% |
| 6M | +33.7% | +0.6% | +33.1% | +30.5% |
| YTD | -8.0% | +11.0% | -19.1% | -20.3% |
| 1Y | -12.9% | +13.3% | -26.3% | -26.3% |
| 3Y | +29.3% | +73.4% | -44.1% | -33.5% |
| 5Y | +60.8% | +57.4% | +3.4% | -6.7% |
| All | +248.0% | +221.8% | +26.3% | -21.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling