+80.1%
VZ vs GDDY
+28.5%
+51.5%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.0% | -2.5% | +0.4% |
| 7D | -1.2% | -7.0% | +5.8% | -1.0% |
| 30D | +5.7% | +6.2% | -0.5% | +5.5% |
| 3M | +8.2% | +20.0% | -11.8% | +7.8% |
| 6M | +1.7% | +6.8% | -5.1% | +1.4% |
| YTD | +28.9% | -22.3% | +51.2% | +29.3% |
| 1Y | +22.7% | -33.5% | +56.3% | +23.4% |
| All | +80.1% | +28.5% | +51.5% | +68.4% |
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 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