+155.7%
VEA vs GDDY
+390.3%
-234.7%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.7% | +0.7% |
| 7D | -1.5% | -3.2% | +1.7% | -0.9% |
| 30D | -0.8% | +6.8% | -7.6% | -2.4% |
| 3M | +2.5% | +30.5% | -28.0% | -4.0% |
| 6M | +11.1% | +13.3% | -2.2% | +6.4% |
| YTD | +17.2% | -21.0% | +38.1% | +20.5% |
| 1Y | +24.5% | -34.0% | +58.5% | +33.0% |
| 3Y | +75.4% | +33.1% | +42.4% | +56.6% |
| 5Y | +61.1% | +30.3% | +30.8% | +42.3% |
| 10Y | +163.1% | +205.5% | -42.4% | +96.6% |
| All | +155.7% | +390.3% | -234.7% | +85.8% |
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