-38.0%
VG vs GDDY
-55.2%
+17.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -8.3% | +10.5% | +3.3% |
| 7D | -2.5% | -7.6% | +5.1% | -1.5% |
| 30D | +11.1% | +2.0% | +9.1% | +10.3% |
| 3M | +14.9% | +15.1% | -0.2% | +8.5% |
| 6M | +18.4% | -1.1% | +19.5% | +17.2% |
| YTD | +116.6% | -25.1% | +141.7% | +143.6% |
| 1Y | +9.4% | -37.3% | +46.6% | +36.2% |
| All | -38.0% | -55.2% | +17.2% | -19.5% |
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