Joseph Baena says his time competing on "Dancing with the Stars" instilled confidence in him and helped him show the world that he is doing things his way.

The bodybuilder and actor was eliminated from season 31 of the hit ABC dancing show last week after two powerful performances.

For his final dances, Baena and his partner, season 30 Mirrorball champion Daniella Karagach, danced the rumba to Frank Sinatra's "My Way" and the cha cha to Walk the Moon's "Shut Up and Dance." The "My Way" performance in particular held special meaning to Baena, he said, because this year has been a monumental one for him.

"That song specifically has just meant so much to me because of the lyrics of, you know -- going through and rolling with the punches and not having any regrets ... ultimately doing it my way," he said during an interview with "Good Morning America."

"Hearing that song since being a kid, I've always had that in my head of wanting to do everything my way and not doing anything for anyone else," he continued. "That song and dance meant specifically so much to me because this year is the year that it really clicked in my head that I'm no longer trying to please anyone."

PHOTO: Joseph Baena and Dani Karagach perform during an episode of "Dancing with the Stars".
Eric McCandless/ABC
Joseph Baena and Dani Karagach perform during an episode of "Dancing with the Stars".

"And I'm not trying to live up to anyone else's expectations, and I'm not trying to be anyone," Baena, who is the son of legendary actor, bodybuilder and former California Gov. Arnold Schwarzenegger, added. "I'm trying to be myself and I'm trying to do everything the way that I want to do it -- do everything the way that makes me happy."

Baena said the message he is sharing doesn't just apply to him; he feels many can relate to feeling the pressure attached to expectations placed on them.

"For any kid, or any son, daughter, child of any high-achieving parent, it's difficult, you know, it's difficult for anyone -- it doesn't have to be a superstar," he said. "On my end, it's an extreme of having a superstar father, but, you know, any high-achieving parent, it's really difficult because there's so many expectations with being the child of a high-achieving parent."

PHOTO: Joseph Baena performs during the "Stars' Stories Week: Most Memorable Year" episode of "Dancing with the Stars".
Eric McCandless/ABC
Joseph Baena performs during the "Stars' Stories Week: Most Memorable Year" episode of "Dancing with the Stars".

"You can do it your way," he added. "You don't have to live up to anyone else's expectations, you have to just do what makes you happy and live up to your own expectations."

"I'm not trying to live up to anyone else's expectations, and I'm not trying to be anyone."

Baena said his mom, who he says is so "supportive" of him, was in the audience for his final two performances, which he said meant the world to him.

"Although I'm doing everything my way and wanting to make myself happy, she is a big reason why I do a lot of things and I just want to make her proud," he said. "I want to make my whole family proud."

PHOTO: Joseph Baena and Dani Karagach perform during an episode of "Dancing with the Stars".
Eric McCandless/ABC
Joseph Baena and Dani Karagach perform during an episode of "Dancing with the Stars".

He continued, "I want her to know and feel that she raised a good young man that is working really hard and doing everything in his power to grow, to succeed and to build a life for himself."

Baena said he gained more confidence from his time on "Dancing," and wants to focus on his acting career, which he says has always been a "big goal."

"It's just the beginning of my career in that, and I've started doing films since last year," he shared. "This year, I just completed three films, and I got my first lead in a feature. It's smaller feature, but we have more on the way that I'm excited for and thankfully, in a way, I'm glad that this show is done for me because now I have the time to prepare for these films and read the scripts and prepare for these characters."

Some of his current projects include "Lava," from which he shared a behind-the-scenes shot while filming in November last year, and "Called to Duty: The Last Airshow," which he shared the teaser trailer for in July.

Baena said that participating in "DWTS" created a "new love of performing" in him and he might even consider Broadway one day if he has the chance.

PHOTO: Joseph Baena and Dani Karagach perform during an episode of "Dancing with the Stars".
Christopher Willard/ABC
Joseph Baena and Dani Karagach perform during an episode of "Dancing with the Stars".

Although he is foraging his own path in the industry, the young actor said he doesn't blame those that draw comparisons between him and his famous father.

"With having a high-achieving parent, there will always be comparisons because that's what people know," he said. "They don't know me yet, per se, and so the only thing that they do know is my father. And so that's how they compare me and contrast so they can figure out what kind of person I am. But the thing with that is that there's nothing I can really do about that but keep my mind focused, keep doing what makes me happy and keep paving my own way."

He said he's working at paving his own way by pursuing what he loves -- acting, real estate, deejaying and more. He said he does receive so much support from his dad though, despite wanting to make his own way in the industry.

"He's an incredible human being," he said about his dad. "I love my father. He's the man; he's the smartest man I know, the most courageous man I know and he's such a role model for me."