+85.6%
VUG vs GDDY
+30.8%
+54.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -0.8% | +0.6% |
| 7D | -0.5% | -3.2% | +2.7% | 0.0% |
| 30D | -1.0% | +6.8% | -7.8% | -2.3% |
| 3M | +3.5% | +30.5% | -26.9% | -3.1% |
| 6M | +14.2% | +13.3% | +0.9% | +9.5% |
| YTD | +8.5% | -21.0% | +29.5% | +15.2% |
| 1Y | +12.9% | -34.0% | +46.9% | +26.8% |
| 3Y | +85.6% | +33.1% | +52.6% | +70.2% |
| All | +85.6% | +30.8% | +54.9% | +70.2% |
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