-20.3%
VFC vs GDDY
+30.8%
-51.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.8% | +2.6% | +3.9% |
| 7D | -1.4% | -3.2% | +1.8% | -0.6% |
| 30D | -9.0% | +6.8% | -15.8% | -11.0% |
| 3M | -24.2% | +30.5% | -54.6% | -30.5% |
| 6M | -18.5% | +13.3% | -31.8% | -23.0% |
| YTD | -25.9% | -21.0% | -4.9% | -20.7% |
| 1Y | -13.0% | -34.0% | +21.0% | -0.3% |
| 3Y | -20.3% | +33.1% | -53.4% | -39.1% |
| All | -20.3% | +30.8% | -51.1% | -39.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling