-33.5%
VG vs GDDY
-52.7%
+19.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.8% | +0.2% | +1.7% |
| 7D | +9.6% | -3.2% | +12.8% | +10.0% |
| 30D | +15.2% | +6.8% | +8.4% | +13.6% |
| 3M | +24.1% | +30.5% | -6.4% | +13.7% |
| 6M | +27.2% | +13.3% | +13.8% | +21.1% |
| YTD | +132.3% | -21.0% | +153.3% | +159.3% |
| 1Y | +15.7% | -34.0% | +49.7% | +43.6% |
| All | -33.5% | -52.7% | +19.2% | -14.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling