-18.5%
VFC vs GDDY
+7.3%
-25.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.8% | +2.6% | +4.1% |
| 7D | -1.4% | -3.2% | +1.8% | -0.9% |
| 30D | -9.0% | +6.8% | -15.8% | -10.3% |
| 3M | -24.2% | +30.5% | -54.6% | -26.9% |
| 6M | -18.5% | +13.3% | -31.8% | -21.2% |
| All | -18.5% | +7.3% | -25.8% | -21.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling