+706.7%
ETN vs GDDY
+207.2%
+499.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.8% | +2.2% | +3.5% |
| 7D | +3.5% | -3.2% | +6.7% | +4.2% |
| 30D | -7.5% | +6.8% | -14.3% | -9.7% |
| 3M | +8.3% | +30.5% | -22.1% | -2.4% |
| 6M | +20.2% | +13.3% | +6.9% | +11.3% |
| YTD | +34.7% | -21.0% | +55.6% | +39.1% |
| 1Y | +19.4% | -34.0% | +53.4% | +31.0% |
| 3Y | +85.5% | +33.1% | +52.4% | +58.6% |
| 5Y | +186.6% | +30.3% | +156.3% | +140.4% |
| All | +706.7% | +207.2% | +499.4% | +408.7% |
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