+255.4%
VTV vs GDDY
+390.3%
-135.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.0% | +0.4% |
| 7D | -1.1% | -3.2% | +2.1% | -0.6% |
| 30D | -1.0% | +6.8% | -7.8% | -2.4% |
| 3M | +4.6% | +30.5% | -25.8% | -1.4% |
| 6M | +13.5% | +13.3% | +0.2% | +9.2% |
| YTD | +18.5% | -21.0% | +39.5% | +21.7% |
| 1Y | +22.9% | -34.0% | +56.9% | +30.7% |
| 3Y | +67.8% | +33.1% | +34.8% | +52.2% |
| 5Y | +81.8% | +30.3% | +51.5% | +63.1% |
| 10Y | +233.0% | +205.5% | +27.5% | +160.1% |
| All | +255.4% | +390.3% | -135.0% | +176.1% |
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