-12.2%
VEEV vs GDDY
+29.8%
-42.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.2% | -0.2% |
| 7D | -4.6% | -3.2% | -1.4% | -3.4% |
| 30D | +8.6% | +6.8% | +1.8% | +5.3% |
| 3M | +62.4% | +30.5% | +32.0% | +42.1% |
| 6M | +40.3% | +13.3% | +26.9% | +30.2% |
| YTD | +17.5% | -21.0% | +38.5% | +26.5% |
| 1Y | -6.1% | -34.0% | +27.9% | +8.9% |
| 3Y | +16.7% | +33.1% | -16.4% | -13.4% |
| All | -12.2% | +29.8% | -42.0% | -33.9% |
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 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