+129.1%
ASML vs GDDY
-29.3%
+158.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.2% | +6.4% | +3.6% |
| 7D | +1.1% | +3.7% | -2.6% | +2.0% |
| 30D | +2.2% | +10.4% | -8.2% | +4.9% |
| 3M | -2.3% | +19.4% | -21.7% | +4.7% |
| 6M | +23.0% | +14.3% | +8.7% | +31.9% |
| YTD | +61.1% | -18.4% | +79.4% | +75.0% |
| 1Y | +129.1% | -30.1% | +159.2% | +163.9% |
| All | +129.1% | -29.3% | +158.4% | +163.9% |
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 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