+75.1%
VTR vs GDDY
+390.3%
-315.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -0.9% |
| 7D | -0.3% | -3.2% | +2.9% | +0.3% |
| 30D | +1.1% | +6.8% | -5.7% | -0.7% |
| 3M | +7.9% | +30.5% | -22.6% | +0.3% |
| 6M | +6.2% | +13.3% | -7.2% | +1.2% |
| YTD | +17.7% | -21.0% | +38.7% | +21.6% |
| 1Y | +32.9% | -34.0% | +66.9% | +43.2% |
| 3Y | +129.7% | +33.1% | +96.6% | +98.4% |
| 5Y | +89.3% | +30.3% | +59.0% | +60.5% |
| 10Y | +99.1% | +205.5% | -106.4% | +42.8% |
| All | +75.1% | +390.3% | -315.3% | +23.5% |
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