+142.4%
VXUS vs GDDY
+368.0%
-225.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.5% | -0.9% |
| 7D | +0.3% | -8.1% | +8.4% | +1.8% |
| 30D | +0.7% | +2.3% | -1.6% | -0.1% |
| 3M | +4.8% | +14.7% | -10.0% | +0.5% |
| 6M | +11.3% | +2.1% | +9.2% | +8.8% |
| YTD | +16.5% | -24.6% | +41.1% | +20.8% |
| 1Y | +24.3% | -37.1% | +61.4% | +34.0% |
| 3Y | +74.5% | +25.5% | +49.0% | +57.3% |
| 5Y | +54.3% | +24.2% | +30.1% | +37.2% |
| 10Y | +150.1% | +191.6% | -41.5% | +87.4% |
| All | +142.4% | +368.0% | -225.6% | +76.4% |
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