+924.9%
VLO vs GDDY
+207.2%
+717.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.8% | -0.5% | +0.8% |
| 7D | +5.3% | -3.2% | +8.5% | +6.0% |
| 30D | +18.2% | +6.8% | +11.4% | +15.6% |
| 3M | +53.3% | +30.5% | +22.9% | +39.2% |
| 6M | +70.4% | +13.3% | +57.1% | +60.0% |
| YTD | +143.4% | -21.0% | +164.3% | +152.9% |
| 1Y | +153.0% | -34.0% | +187.0% | +178.1% |
| 3Y | +195.0% | +33.1% | +161.9% | +144.2% |
| 5Y | +618.8% | +30.3% | +588.4% | +479.9% |
| All | +924.9% | +207.2% | +717.6% | +490.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling