+558.1%
VRT vs GDDY
+30.8%
+527.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.8% | +1.8% | +3.5% |
| 7D | -8.4% | -3.2% | -5.2% | -8.2% |
| 30D | -10.9% | +6.8% | -17.7% | -11.7% |
| 3M | -13.7% | +30.5% | -44.1% | -20.0% |
| 6M | -4.1% | +13.3% | -17.5% | -9.1% |
| YTD | +58.7% | -21.0% | +79.7% | +80.6% |
| 1Y | +89.6% | -34.0% | +123.6% | +143.4% |
| 3Y | +558.1% | +33.1% | +525.1% | +499.7% |
| All | +558.1% | +30.8% | +527.4% | +499.7% |
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