+349.8%
VST vs GDDY
+28.5%
+321.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.0% | -5.6% | -3.2% |
| 7D | +2.0% | -7.0% | +9.0% | +3.2% |
| 30D | +1.5% | +6.2% | -4.7% | -0.2% |
| 3M | +6.3% | +20.0% | -13.8% | -1.1% |
| 6M | -10.3% | +6.8% | -17.1% | -14.1% |
| YTD | -8.6% | -22.3% | +13.7% | +1.6% |
| 1Y | -29.3% | -33.5% | +4.2% | -14.6% |
| All | +349.8% | +28.5% | +321.3% | +393.8% |
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