-34.9%
VST vs GDDY
-11.8%
-23.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +4.3% | -18.1% | -12.9% |
| 7D | -15.7% | +11.1% | -26.8% | -13.5% |
| 30D | -17.0% | +18.6% | -35.6% | -13.5% |
| 3M | -15.9% | +32.8% | -48.7% | -10.2% |
| 6M | -25.0% | +34.0% | -59.0% | -19.1% |
| YTD | -25.1% | -4.6% | -20.5% | -24.1% |
| 1Y | -34.9% | -12.5% | -22.4% | -37.2% |
| All | -34.9% | -11.8% | -23.0% | -37.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling