-75.3%
VFC vs GDDY
+381.9%
-457.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.0% | -4.5% | -2.4% |
| 7D | -3.3% | -7.0% | +3.7% | -1.5% |
| 30D | -14.0% | +6.2% | -20.2% | -15.9% |
| 3M | -22.6% | +20.0% | -42.6% | -27.5% |
| 6M | -24.7% | +6.8% | -31.5% | -27.6% |
| YTD | -29.0% | -22.3% | -6.6% | -25.7% |
| 1Y | -13.8% | -33.5% | +19.7% | -5.6% |
| 3Y | -28.2% | +29.2% | -57.5% | -35.9% |
| 5Y | -79.0% | +28.1% | -107.1% | -81.4% |
| 10Y | -69.2% | +200.2% | -269.4% | -77.3% |
| All | -75.3% | +381.9% | -457.2% | -82.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling