+82.2%
IVV vs GDDY
+27.5%
+54.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.0% | -3.6% | -1.2% |
| 7D | -2.0% | -7.0% | +5.0% | -0.6% |
| 30D | -1.6% | +6.2% | -7.8% | -3.3% |
| 3M | +4.8% | +20.0% | -15.3% | -1.3% |
| 6M | +12.6% | +6.8% | +5.7% | +8.6% |
| YTD | +11.8% | -22.3% | +34.1% | +17.8% |
| 1Y | +17.6% | -33.5% | +51.1% | +29.8% |
| 3Y | +77.0% | +29.2% | +47.8% | +50.7% |
| All | +82.2% | +27.5% | +54.6% | +60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 5y: compounded portfolio wealth divided by compounded GDDY 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…
5y analysis · Full analysis span regression · 6 months rolling