+124.8%
VGT vs GDDY
+30.8%
+94.0%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.8% | -0.6% | +0.9% |
| 7D | -0.2% | -3.2% | +3.0% | +0.3% |
| 30D | -0.4% | +6.8% | -7.2% | -1.8% |
| 3M | +4.4% | +30.5% | -26.0% | -2.6% |
| 6M | +32.1% | +13.3% | +18.7% | +26.4% |
| YTD | +28.8% | -21.0% | +49.7% | +38.1% |
| 1Y | +35.3% | -34.0% | +69.3% | +54.8% |
| 3Y | +124.8% | +33.1% | +91.7% | +106.8% |
| All | +124.8% | +30.8% | +94.0% | +106.8% |
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