+364.4%
GDDY vs VT
+231.8%
+132.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.5% | -7.8% | -7.8% |
| 7D | -7.6% | +1.0% | -8.6% | -8.5% |
| 30D | +2.0% | -0.2% | +2.2% | +2.2% |
| 3M | +15.1% | +4.5% | +10.5% | +9.0% |
| 6M | -1.1% | +14.1% | -15.2% | -15.3% |
| YTD | -25.1% | +14.8% | -39.9% | -36.6% |
| 1Y | -37.3% | +21.2% | -58.5% | -50.1% |
| 3Y | +24.5% | +76.6% | -52.0% | -35.3% |
| 5Y | +23.5% | +66.6% | -43.1% | -31.1% |
| 10Y | +185.0% | +222.3% | -37.3% | -21.5% |
| All | +364.4% | +231.8% | +132.6% | +31.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling