+139.3%
VXUS vs GDDY
+381.9%
-242.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.0% | -4.3% | -1.8% |
| 7D | -1.9% | -7.0% | +5.1% | -0.7% |
| 30D | -0.7% | +6.2% | -6.9% | -2.2% |
| 3M | +4.9% | +20.0% | -15.1% | -0.2% |
| 6M | +9.7% | +6.8% | +2.8% | +6.2% |
| YTD | +15.0% | -22.3% | +37.3% | +18.6% |
| 1Y | +22.4% | -33.5% | +56.0% | +30.5% |
| 3Y | +72.2% | +29.2% | +43.0% | +54.4% |
| 5Y | +52.6% | +28.1% | +24.6% | +34.8% |
| 10Y | +146.9% | +200.2% | -53.3% | +83.9% |
| All | +139.3% | +381.9% | -242.5% | +73.1% |
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 1990-01-01 to 2026-09-10: 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling