+20.1%
ETR vs GDDY
-32.7%
+52.9%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.1% | -0.3% |
| 7D | -1.8% | -3.2% | +1.4% | -2.0% |
| 30D | -1.8% | +6.8% | -8.6% | -1.3% |
| 3M | -3.6% | +30.5% | -34.0% | -1.4% |
| 6M | +2.6% | +13.3% | -10.7% | +3.8% |
| YTD | +16.0% | -21.0% | +37.0% | +17.7% |
| 1Y | +20.1% | -34.0% | +54.1% | +25.5% |
| All | +20.1% | -32.7% | +52.9% | +25.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling