+782.9%
ENTG vs GDDY
+207.2%
+575.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.8% | +0.4% | +1.4% |
| 7D | +1.2% | -3.2% | +4.4% | +2.3% |
| 30D | -12.9% | +6.8% | -19.7% | -16.5% |
| 3M | -3.1% | +30.5% | -33.5% | -19.5% |
| 6M | +21.0% | +13.3% | +7.7% | +4.9% |
| YTD | +67.0% | -21.0% | +88.0% | +73.0% |
| 1Y | +68.6% | -34.0% | +102.6% | +94.3% |
| 3Y | +48.6% | +33.1% | +15.6% | +9.7% |
| 5Y | +18.6% | +30.3% | -11.7% | -10.4% |
| All | +782.9% | +207.2% | +575.7% | +304.8% |
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