+835.9%
VLO vs GDDY
+381.9%
+454.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.0% | -3.9% | -1.6% |
| 7D | +4.0% | -7.0% | +11.0% | +5.5% |
| 30D | +19.0% | +6.2% | +12.8% | +16.8% |
| 3M | +50.0% | +20.0% | +29.9% | +40.9% |
| 6M | +79.1% | +6.8% | +72.3% | +72.1% |
| YTD | +140.3% | -22.3% | +162.6% | +149.0% |
| 1Y | +148.3% | -33.5% | +181.9% | +167.8% |
| 3Y | +194.6% | +29.2% | +165.4% | +156.2% |
| 5Y | +609.6% | +28.1% | +581.5% | +504.4% |
| 10Y | +929.5% | +200.2% | +729.3% | +633.4% |
| All | +835.9% | +381.9% | +454.1% | +551.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling