-100.0%
VIVK vs GDDY
-11.2%
-88.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.3% | +1.5% | -24.9% | -23.7% |
| 7D | -75.3% | +13.4% | -88.8% | -77.0% |
| 30D | -92.3% | +22.3% | -114.6% | -93.0% |
| 3M | -98.3% | +30.9% | -129.2% | -98.6% |
| 6M | -99.9% | +37.3% | -137.2% | -100.0% |
| YTD | -99.9% | -3.2% | -96.7% | -99.9% |
| 1Y | -100.0% | -9.8% | -90.2% | -100.0% |
| All | -100.0% | -11.2% | -88.8% | -100.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling