+200.1%
GDDY vs VT
+229.8%
-29.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +0.8% |
| 7D | -3.2% | -1.1% | -2.1% | -2.1% |
| 30D | +6.8% | -1.0% | +7.8% | +7.9% |
| 3M | +30.5% | +3.2% | +27.3% | +25.5% |
| 6M | +13.3% | +12.5% | +0.8% | -1.8% |
| YTD | -21.0% | +14.1% | -35.0% | -33.0% |
| 1Y | -34.0% | +18.9% | -52.9% | -46.7% |
| 3Y | +33.1% | +74.1% | -41.0% | -31.1% |
| 5Y | +30.3% | +66.9% | -36.5% | -28.7% |
| All | +200.1% | +229.8% | -29.7% | -29.8% |
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