+1,855.4%
ASML vs GDDY
+364.4%
+1,491.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -8.3% | +11.2% | +5.8% |
| 7D | +6.0% | -7.6% | +13.6% | +8.6% |
| 30D | +1.4% | +2.0% | -0.6% | -0.2% |
| 3M | +1.0% | +15.1% | -14.1% | -7.7% |
| 6M | +37.0% | -1.1% | +38.1% | +30.6% |
| YTD | +65.8% | -25.1% | +90.9% | +74.5% |
| 1Y | +123.1% | -37.3% | +160.4% | +152.6% |
| 3Y | +188.2% | +24.5% | +163.6% | +135.1% |
| 5Y | +115.6% | +23.5% | +92.1% | +76.6% |
| 10Y | +1,761.8% | +185.0% | +1,576.8% | +1,128.7% |
| All | +1,855.4% | +364.4% | +1,491.0% | +1,160.6% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling