+195.0%
VLO vs GDDY
+30.8%
+164.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.8% | -0.5% | +1.2% |
| 7D | +5.3% | -3.2% | +8.5% | +5.5% |
| 30D | +18.2% | +6.8% | +11.4% | +17.6% |
| 3M | +53.3% | +30.5% | +22.9% | +48.9% |
| 6M | +70.4% | +13.3% | +57.1% | +67.5% |
| YTD | +143.4% | -21.0% | +164.3% | +149.5% |
| 1Y | +153.0% | -34.0% | +187.0% | +166.2% |
| 3Y | +195.0% | +33.1% | +161.9% | +178.3% |
| All | +195.0% | +30.8% | +164.2% | +178.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling