+424.6%
ETSY vs GDDY
+207.2%
+217.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.8% | -0.1% | +0.6% |
| 7D | -4.9% | -3.2% | -1.7% | -3.2% |
| 30D | -8.6% | +6.8% | -15.4% | -12.6% |
| 3M | +4.8% | +30.5% | -25.7% | -13.5% |
| 6M | +38.1% | +13.3% | +24.8% | +22.5% |
| YTD | +31.2% | -21.0% | +52.2% | +44.2% |
| 1Y | +22.1% | -34.0% | +56.1% | +50.4% |
| 3Y | +12.2% | +33.1% | -20.8% | -21.4% |
| 5Y | -66.5% | +30.3% | -96.8% | -75.7% |
| All | +424.6% | +207.2% | +217.3% | +125.9% |
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