-100.0%
VIVK vs GDDY
+29.8%
-129.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +1.8% | -9.2% | -8.0% |
| 7D | -4.4% | -3.2% | -1.2% | -3.8% |
| 30D | -40.8% | +6.8% | -47.6% | -42.6% |
| 3M | -94.1% | +30.5% | -124.6% | -94.8% |
| 6M | -98.2% | +13.3% | -111.5% | -98.3% |
| YTD | -98.0% | -21.0% | -77.0% | -97.9% |
| 1Y | -100.0% | -34.0% | -66.0% | -100.0% |
| 3Y | -100.0% | +33.1% | -133.0% | -100.0% |
| All | -100.0% | +29.8% | -129.8% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling