-8.2%
VFC vs GDDY
-29.3%
+21.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.2% | +4.6% | +2.7% |
| 7D | -1.6% | +3.7% | -5.3% | -2.2% |
| 30D | -11.6% | +10.4% | -22.0% | -13.3% |
| 3M | -18.1% | +19.4% | -37.5% | -21.1% |
| 6M | -27.4% | +14.3% | -41.6% | -29.7% |
| YTD | -24.8% | -18.4% | -6.5% | -17.8% |
| 1Y | -8.2% | -30.1% | +21.9% | +2.9% |
| All | -8.2% | -29.3% | +21.1% | +2.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling