+73.2%
ET vs GDDY
+390.3%
-317.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.6% | -1.2% |
| 7D | +0.2% | -3.2% | +3.4% | +0.9% |
| 30D | +2.9% | +6.8% | -3.9% | +0.8% |
| 3M | +16.8% | +30.5% | -13.7% | +7.7% |
| 6M | +18.9% | +13.3% | +5.5% | +12.7% |
| YTD | +37.7% | -21.0% | +58.7% | +42.3% |
| 1Y | +32.4% | -34.0% | +66.4% | +43.3% |
| 3Y | +99.5% | +33.1% | +66.4% | +74.6% |
| 5Y | +244.0% | +30.3% | +213.6% | +196.5% |
| 10Y | +172.1% | +205.5% | -33.4% | +86.2% |
| All | +73.2% | +390.3% | -317.1% | +12.4% |
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