+2,545.5%
VRT vs GDDY
+26.5%
+2,519.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +0.8% | -10.4% | -9.9% |
| 7D | +2.4% | -8.1% | +10.5% | +5.2% |
| 30D | -2.7% | +2.3% | -5.0% | -4.6% |
| 3M | -9.2% | +14.7% | -23.9% | -18.4% |
| 6M | -0.5% | +2.1% | -2.6% | -7.9% |
| YTD | +62.3% | -24.6% | +86.9% | +70.8% |
| 1Y | +109.6% | -37.1% | +146.7% | +141.3% |
| 3Y | +573.1% | +25.5% | +547.6% | +453.0% |
| 5Y | +953.6% | +24.2% | +929.4% | +768.6% |
| All | +2,545.5% | +26.5% | +2,519.1% | +1,720.4% |
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