+64.9%
VZ vs GDDY
+207.2%
-142.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.8% | -0.5% | +1.2% |
| 7D | +0.9% | -3.2% | +4.1% | +1.1% |
| 30D | +7.7% | +6.8% | +0.9% | +7.2% |
| 3M | +9.7% | +30.5% | -20.8% | +7.6% |
| 6M | +3.1% | +13.3% | -10.2% | +1.9% |
| YTD | +30.5% | -21.0% | +51.5% | +31.8% |
| 1Y | +22.5% | -34.0% | +56.5% | +25.1% |
| 3Y | +82.4% | +33.1% | +49.3% | +75.2% |
| 5Y | +28.0% | +30.3% | -2.3% | +22.4% |
| All | +64.9% | +207.2% | -142.4% | +38.4% |
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 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