+40.9%
VSH vs GDDY
+30.8%
+10.1%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.8% | +4.4% | +6.2% |
| 7D | +4.8% | -3.2% | +8.0% | +4.6% |
| 30D | -0.7% | +6.8% | -7.5% | -0.3% |
| 3M | -43.1% | +30.5% | -73.5% | -44.2% |
| 6M | +91.8% | +13.3% | +78.5% | +90.0% |
| YTD | +131.6% | -21.0% | +152.6% | +152.3% |
| 1Y | +118.1% | -34.0% | +152.1% | +151.4% |
| 3Y | +40.9% | +33.1% | +7.8% | +29.4% |
| All | +40.9% | +30.8% | +10.1% | +29.4% |
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 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