+2,486.9%
VRT vs GDDY
+32.5%
+2,454.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.8% | +1.8% | +3.0% |
| 7D | -8.4% | -3.2% | -5.2% | -7.6% |
| 30D | -10.9% | +6.8% | -17.7% | -14.0% |
| 3M | -13.7% | +30.5% | -44.1% | -26.2% |
| 6M | -4.1% | +13.3% | -17.5% | -15.1% |
| YTD | +58.7% | -21.0% | +79.7% | +64.2% |
| 1Y | +89.6% | -34.0% | +123.6% | +114.8% |
| 3Y | +558.1% | +33.1% | +525.1% | +428.5% |
| 5Y | +953.0% | +30.3% | +922.6% | +752.9% |
| All | +2,486.9% | +32.5% | +2,454.3% | +1,649.9% |
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 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