+977.6%
VRT vs GDDY
+29.8%
+947.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.8% | +1.8% | +3.1% |
| 7D | -8.4% | -3.2% | -5.2% | -7.7% |
| 30D | -10.9% | +6.8% | -17.7% | -13.6% |
| 3M | -13.7% | +30.5% | -44.1% | -26.2% |
| 6M | -4.1% | +13.3% | -17.5% | -14.9% |
| YTD | +58.7% | -21.0% | +79.7% | +71.1% |
| 1Y | +89.6% | -34.0% | +123.6% | +130.2% |
| 3Y | +558.1% | +33.1% | +525.1% | +392.2% |
| All | +977.6% | +29.8% | +947.8% | +722.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling