+55.6%
VFC vs GDDY
-11.8%
+67.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +4.3% | +0.1% | +3.9% |
| 7D | +21.5% | +11.1% | +10.4% | +19.7% |
| 30D | +46.7% | +18.6% | +28.0% | +43.3% |
| 3M | +38.4% | +32.8% | +5.6% | +32.0% |
| 6M | +15.2% | +34.0% | -18.8% | +9.2% |
| YTD | +17.8% | -4.6% | +22.5% | +40.1% |
| 1Y | +55.6% | -12.5% | +68.0% | +113.3% |
| All | +55.6% | -11.8% | +67.4% | +113.3% |
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