+461.7%
GDDY vs VT
+222.0%
+239.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.4% |
| 7D | -6.5% | +2.9% | -9.4% | -9.3% |
| 30D | +9.0% | -2.5% | +11.5% | +11.2% |
| 3M | +22.3% | -3.3% | +25.7% | +25.7% |
| 6M | +29.1% | +1.5% | +27.5% | +24.8% |
| YTD | -9.5% | +11.4% | -20.8% | -21.6% |
| 1Y | -15.2% | +11.9% | -27.2% | -27.0% |
| 3Y | +28.2% | +73.9% | -45.7% | -33.0% |
| 5Y | +58.3% | +57.9% | +0.4% | -7.2% |
| 10Y | +239.0% | +222.6% | +16.3% | -7.1% |
| All | +461.7% | +222.0% | +239.7% | +62.8% |
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 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