+1,238.2%
VST vs GDDY
+167.6%
+1,070.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -8.3% | +9.9% | +3.9% |
| 7D | +9.9% | -7.6% | +17.5% | +12.0% |
| 30D | +7.9% | +2.0% | +5.9% | +6.7% |
| 3M | +3.4% | +15.1% | -11.7% | -3.5% |
| 6M | -4.1% | -1.1% | -3.0% | -7.3% |
| YTD | -5.7% | -25.1% | +19.4% | -0.6% |
| 1Y | -18.9% | -37.3% | +18.4% | -9.4% |
| 3Y | +359.1% | +24.5% | +334.5% | +317.7% |
| 5Y | +766.9% | +23.5% | +743.4% | +670.9% |
| All | +1,238.2% | +167.6% | +1,070.6% | +790.9% |
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