+90.1%
VZ vs GDDY
+364.4%
-274.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -8.3% | +8.9% | +1.0% |
| 7D | +0.2% | -7.6% | +7.8% | +0.7% |
| 30D | +7.1% | +2.0% | +5.1% | +6.9% |
| 3M | +12.8% | +15.1% | -2.3% | +11.6% |
| 6M | +1.8% | -1.1% | +2.9% | +1.5% |
| YTD | +30.0% | -25.1% | +55.1% | +31.5% |
| 1Y | +24.3% | -37.3% | +61.6% | +27.1% |
| 3Y | +84.3% | +24.5% | +59.8% | +78.7% |
| 5Y | +25.9% | +23.5% | +2.4% | +21.4% |
| 10Y | +61.1% | +185.0% | -123.9% | +44.7% |
| All | +90.1% | +364.4% | -274.3% | +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 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