+290.1%
ETR vs GDDY
+207.2%
+82.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.1% | -0.6% |
| 7D | -1.8% | -3.2% | +1.4% | -1.5% |
| 30D | -1.8% | +6.8% | -8.6% | -2.9% |
| 3M | -3.6% | +30.5% | -34.0% | -8.0% |
| 6M | +2.6% | +13.3% | -10.7% | -0.6% |
| YTD | +16.0% | -21.0% | +37.0% | +18.7% |
| 1Y | +20.1% | -34.0% | +54.1% | +26.7% |
| 3Y | +143.6% | +33.1% | +110.5% | +124.5% |
| 5Y | +124.4% | +30.3% | +94.0% | +103.3% |
| All | +290.1% | +207.2% | +82.8% | +192.2% |
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