+914.6%
VGT vs GDDY
+390.3%
+524.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.8% | -0.6% | +0.6% |
| 7D | -0.2% | -3.2% | +3.0% | +0.7% |
| 30D | -0.4% | +6.8% | -7.2% | -3.1% |
| 3M | +4.4% | +30.5% | -26.0% | -6.9% |
| 6M | +32.1% | +13.3% | +18.7% | +22.3% |
| YTD | +28.8% | -21.0% | +49.7% | +34.2% |
| 1Y | +35.3% | -34.0% | +69.3% | +50.4% |
| 3Y | +124.8% | +33.1% | +91.7% | +88.9% |
| 5Y | +137.9% | +30.3% | +107.6% | +99.7% |
| 10Y | +814.2% | +205.5% | +608.7% | +536.6% |
| All | +914.6% | +390.3% | +524.2% | +600.9% |
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