+234.4%
VT vs GDDY
+406.5%
-172.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.5% |
| 7D | +0.4% | +3.7% | -3.2% | -0.4% |
| 30D | +1.0% | +10.4% | -9.4% | -1.5% |
| 3M | +2.4% | +19.4% | -17.0% | -3.1% |
| 6M | +12.0% | +14.3% | -2.3% | +6.4% |
| YTD | +15.3% | -18.4% | +33.7% | +18.3% |
| 1Y | +22.6% | -30.1% | +52.7% | +30.5% |
| 3Y | +74.7% | +39.4% | +35.2% | +53.0% |
| 5Y | +66.1% | +35.2% | +31.0% | +44.6% |
| 10Y | +225.0% | +210.0% | +15.0% | +141.2% |
| All | +234.4% | +406.5% | -172.2% | +143.3% |
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 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