+75.2%
VT vs GDDY
+23.9%
+51.3%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -8.3% | +7.8% | +0.3% |
| 7D | +1.0% | -7.6% | +8.6% | +1.8% |
| 30D | -0.2% | +2.0% | -2.2% | -0.6% |
| 3M | +4.5% | +15.1% | -10.5% | +1.8% |
| 6M | +14.1% | -1.1% | +15.2% | +13.3% |
| YTD | +14.8% | -25.1% | +39.9% | +20.6% |
| 1Y | +21.2% | -37.3% | +58.5% | +32.3% |
| All | +75.2% | +23.9% | +51.3% | +61.3% |
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 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