+221.6%
VT vs GDDY
+201.9%
+19.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.0% | -3.8% | -1.6% |
| 7D | -2.0% | -7.0% | +5.0% | -0.3% |
| 30D | -1.4% | +6.2% | -7.6% | -3.3% |
| 3M | +4.7% | +20.0% | -15.3% | -2.0% |
| 6M | +11.4% | +6.8% | +4.5% | +6.8% |
| YTD | +13.1% | -22.3% | +35.4% | +17.9% |
| 1Y | +19.0% | -33.5% | +52.5% | +29.8% |
| 3Y | +73.9% | +29.2% | +44.7% | +50.3% |
| 5Y | +65.4% | +28.1% | +37.3% | +40.5% |
| All | +221.6% | +201.9% | +19.7% | +108.8% |
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 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