+414.3%
VUG vs GDDY
+207.2%
+207.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -0.8% | +0.3% |
| 7D | -0.5% | -3.2% | +2.7% | +0.4% |
| 30D | -1.0% | +6.8% | -7.8% | -3.7% |
| 3M | +3.5% | +30.5% | -26.9% | -8.2% |
| 6M | +14.2% | +13.3% | +0.9% | +5.4% |
| YTD | +8.5% | -21.0% | +29.5% | +13.8% |
| 1Y | +12.9% | -34.0% | +46.9% | +26.9% |
| 3Y | +85.6% | +33.1% | +52.6% | +52.1% |
| 5Y | +78.1% | +30.3% | +47.8% | +45.1% |
| All | +414.3% | +207.2% | +207.1% | +213.6% |
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