+221.8%
VT vs GDDY
+243.9%
-22.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.7% |
| 7D | +2.4% | -0.2% | +2.6% | +2.4% |
| 30D | -1.5% | +10.4% | -11.9% | -4.2% |
| 3M | -4.1% | +13.6% | -17.7% | -8.0% |
| 6M | +0.6% | +33.7% | -33.1% | -9.2% |
| YTD | +11.0% | -8.0% | +19.1% | +10.3% |
| 1Y | +13.3% | -12.9% | +26.3% | +14.4% |
| 3Y | +73.4% | +29.3% | +44.1% | +50.8% |
| 5Y | +57.4% | +60.8% | -3.4% | +25.2% |
| All | +221.8% | +243.9% | -22.1% | +108.0% |
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