+1,208.7%
VST vs GDDY
+182.5%
+1,026.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -0.9% | +0.4% |
| 7D | -0.6% | -3.2% | +2.6% | +0.1% |
| 30D | +1.2% | +6.8% | -5.6% | -1.3% |
| 3M | +1.5% | +30.5% | -29.0% | -8.6% |
| 6M | -6.5% | +13.3% | -19.8% | -13.3% |
| YTD | -7.8% | -21.0% | +13.2% | -4.2% |
| 1Y | -26.9% | -34.0% | +7.1% | -19.4% |
| 3Y | +353.9% | +33.1% | +320.8% | +305.3% |
| 5Y | +782.7% | +30.3% | +752.4% | +673.5% |
| All | +1,208.7% | +182.5% | +1,026.2% | +758.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling