+28.6%
VCIT vs GDDY
+207.2%
-178.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -0.2% |
| 7D | -1.2% | -3.2% | +2.0% | -1.1% |
| 30D | -1.6% | +6.8% | -8.4% | -1.8% |
| 3M | -2.3% | +30.5% | -32.8% | -3.3% |
| 6M | -1.9% | +13.3% | -15.2% | -2.5% |
| YTD | -1.8% | -21.0% | +19.1% | -1.3% |
| 1Y | -1.2% | -34.0% | +32.8% | -0.1% |
| 3Y | +18.1% | +33.1% | -15.0% | +16.0% |
| 5Y | +2.3% | +30.3% | -28.0% | +0.3% |
| All | +28.6% | +207.2% | -178.6% | +24.9% |
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