+224.8%
VT vs GDDY
+467.7%
-242.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.8% | +1.1% |
| 7D | -0.7% | -4.0% | +3.3% | +0.1% |
| 30D | -1.7% | +11.0% | -12.7% | -4.3% |
| 3M | -2.3% | +25.1% | -27.4% | -7.9% |
| 6M | +1.5% | +28.9% | -27.4% | -6.3% |
| YTD | +12.0% | -8.5% | +20.5% | +11.3% |
| 1Y | +12.9% | -13.8% | +26.6% | +13.7% |
| 3Y | +74.9% | +29.5% | +45.4% | +56.1% |
| 5Y | +59.9% | +60.5% | -0.6% | +33.2% |
| 10Y | +224.6% | +242.6% | -18.0% | +133.7% |
| All | +224.8% | +467.7% | -242.9% | +128.9% |
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