-50.0%
VTRS vs GDDY
+207.2%
-257.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | +0.5% |
| 7D | -2.2% | -3.2% | +1.0% | -1.7% |
| 30D | +3.3% | +6.8% | -3.5% | +1.7% |
| 3M | +2.0% | +30.5% | -28.5% | -4.0% |
| 6M | +19.9% | +13.3% | +6.6% | +15.4% |
| YTD | +35.7% | -21.0% | +56.7% | +39.8% |
| 1Y | +68.1% | -34.0% | +102.1% | +79.8% |
| 3Y | +87.1% | +33.1% | +54.0% | +66.5% |
| 5Y | +47.6% | +30.3% | +17.3% | +29.6% |
| All | -50.0% | +207.2% | -257.2% | -67.0% |
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