+87.1%
VTRS vs GDDY
+30.8%
+56.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | +0.6% |
| 7D | -2.2% | -3.2% | +1.0% | -1.9% |
| 30D | +3.3% | +6.8% | -3.5% | +2.6% |
| 3M | +2.0% | +30.5% | -28.5% | -0.6% |
| 6M | +19.9% | +13.3% | +6.6% | +18.0% |
| YTD | +35.7% | -21.0% | +56.7% | +39.2% |
| 1Y | +68.1% | -34.0% | +102.1% | +76.4% |
| 3Y | +87.1% | +33.1% | +54.0% | +63.4% |
| All | +87.1% | +30.8% | +56.3% | +63.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling