+379.1%
V vs GDDY
+207.2%
+171.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -0.9% | +0.3% |
| 7D | -1.2% | -3.2% | +2.0% | -0.3% |
| 30D | +3.1% | +6.8% | -3.7% | +0.3% |
| 3M | +16.3% | +30.5% | -14.1% | +4.1% |
| 6M | +20.4% | +13.3% | +7.1% | +12.2% |
| YTD | +6.3% | -21.0% | +27.2% | +11.8% |
| 1Y | +8.7% | -34.0% | +42.7% | +22.0% |
| 3Y | +53.3% | +33.1% | +20.2% | +26.0% |
| 5Y | +71.1% | +30.3% | +40.7% | +38.0% |
| All | +379.1% | +207.2% | +171.9% | +172.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling