+120.6%
VLO vs GDDY
-11.8%
+132.4%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +4.3% | -10.0% | -5.7% |
| 7D | -6.0% | +11.1% | -17.0% | -5.9% |
| 30D | -12.9% | +18.6% | -31.5% | -12.7% |
| 3M | +18.3% | +32.8% | -14.5% | +18.9% |
| 6M | +46.4% | +34.0% | +12.4% | +46.9% |
| YTD | +127.7% | -4.6% | +132.4% | +123.4% |
| 1Y | +120.6% | -12.5% | +133.1% | +121.5% |
| All | +120.6% | -11.8% | +132.4% | +121.5% |
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 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