+181.4%
VSH vs GDDY
+381.9%
-200.4%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.0% | -3.9% | -1.7% |
| 7D | +3.1% | -7.0% | +10.1% | +4.9% |
| 30D | -5.7% | +6.2% | -11.9% | -7.8% |
| 3M | -42.5% | +20.0% | -62.5% | -47.5% |
| 6M | +82.7% | +6.8% | +75.9% | +70.9% |
| YTD | +118.2% | -22.3% | +140.6% | +124.4% |
| 1Y | +109.7% | -33.5% | +143.2% | +128.0% |
| 3Y | +35.3% | +29.2% | +6.1% | +13.0% |
| 5Y | +65.6% | +28.1% | +37.5% | +36.5% |
| 10Y | +176.8% | +200.2% | -23.4% | +86.0% |
| All | +181.4% | +381.9% | -200.4% | +84.3% |
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