+229.6%
VMC vs GDDY
+390.3%
-160.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -0.9% | +0.4% |
| 7D | -3.8% | -3.2% | -0.6% | -3.1% |
| 30D | -9.7% | +6.8% | -16.5% | -11.5% |
| 3M | -9.6% | +30.5% | -40.1% | -16.1% |
| 6M | -4.8% | +13.3% | -18.2% | -9.4% |
| YTD | -10.9% | -21.0% | +10.1% | -7.8% |
| 1Y | -15.6% | -34.0% | +18.4% | -8.8% |
| 3Y | +19.3% | +33.1% | -13.7% | +5.9% |
| 5Y | +48.0% | +30.3% | +17.7% | +30.4% |
| 10Y | +155.4% | +205.5% | -50.1% | +84.7% |
| All | +229.6% | +390.3% | -160.7% | +130.2% |
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 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