+451.4%
VUG vs GDDY
+381.9%
+69.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.0% | -3.5% | -1.4% |
| 7D | -1.9% | -7.0% | +5.1% | +0.1% |
| 30D | -1.6% | +6.2% | -7.8% | -3.8% |
| 3M | +4.4% | +20.0% | -15.7% | -3.5% |
| 6M | +13.2% | +6.8% | +6.4% | +7.7% |
| YTD | +7.5% | -22.3% | +29.8% | +12.5% |
| 1Y | +12.5% | -33.5% | +46.0% | +23.6% |
| 3Y | +86.0% | +29.2% | +56.7% | +60.4% |
| 5Y | +76.5% | +28.1% | +48.4% | +51.4% |
| 10Y | +417.7% | +200.2% | +217.5% | +268.2% |
| All | +451.4% | +381.9% | +69.5% | +271.6% |
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 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