+142.5%
ETSY vs GDDY
+291.7%
-149.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.8% | -0.1% | +0.7% |
| 7D | -4.9% | -3.2% | -1.7% | -3.3% |
| 30D | -8.6% | +6.8% | -15.4% | -12.1% |
| 3M | +4.8% | +30.5% | -25.7% | -11.6% |
| 6M | +38.1% | +13.3% | +24.8% | +24.3% |
| YTD | +31.2% | -21.0% | +52.2% | +42.9% |
| 1Y | +22.1% | -34.0% | +56.1% | +47.0% |
| 3Y | +12.2% | +33.1% | -20.8% | -16.2% |
| 5Y | -66.5% | +30.3% | -96.8% | -74.0% |
| 10Y | +433.4% | +205.5% | +227.9% | +214.3% |
| All | +142.5% | +291.7% | -149.1% | +43.7% |
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 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