+37.9%
VCIT vs GDDY
+364.4%
-326.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -8.3% | +8.2% | +0.1% |
| 7D | +0.1% | -7.6% | +7.7% | +0.3% |
| 30D | -0.8% | +2.0% | -2.8% | -0.8% |
| 3M | -0.5% | +15.1% | -15.6% | -1.0% |
| 6M | -1.4% | -1.1% | -0.2% | -1.5% |
| YTD | -0.8% | -25.1% | +24.4% | -0.3% |
| 1Y | +0.3% | -37.3% | +37.6% | +1.2% |
| 3Y | +19.2% | +24.5% | -5.3% | +17.9% |
| 5Y | +3.6% | +23.5% | -19.9% | +2.3% |
| 10Y | +29.3% | +185.0% | -155.7% | +27.2% |
| All | +37.9% | +364.4% | -326.5% | +34.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling