+297.8%
VTI vs GDDY
+207.2%
+90.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -0.9% | +0.3% |
| 7D | -0.9% | -3.2% | +2.3% | -0.1% |
| 30D | -1.4% | +6.8% | -8.3% | -3.7% |
| 3M | +3.6% | +30.5% | -26.9% | -6.0% |
| 6M | +13.6% | +13.3% | +0.3% | +6.5% |
| YTD | +12.9% | -21.0% | +33.9% | +17.7% |
| 1Y | +17.2% | -34.0% | +51.2% | +29.3% |
| 3Y | +75.7% | +33.1% | +42.6% | +49.1% |
| 5Y | +75.4% | +30.3% | +45.1% | +47.1% |
| All | +297.8% | +207.2% | +90.5% | +155.3% |
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 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