+76.4%
VNQ vs GDDY
+390.3%
-313.9%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.0% | +0.4% |
| 7D | -1.3% | -3.2% | +1.9% | -0.7% |
| 30D | -2.6% | +6.8% | -9.4% | -4.1% |
| 3M | -2.0% | +30.5% | -32.5% | -8.0% |
| 6M | +4.3% | +13.3% | -9.0% | +0.1% |
| YTD | +9.2% | -21.0% | +30.2% | +12.4% |
| 1Y | +5.6% | -34.0% | +39.6% | +12.8% |
| 3Y | +30.8% | +33.1% | -2.2% | +17.6% |
| 5Y | +8.0% | +30.3% | -22.4% | -3.7% |
| 10Y | +63.7% | +205.5% | -141.8% | +28.6% |
| All | +76.4% | +390.3% | -313.9% | +36.5% |
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 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