+1,708.0%
ASML vs GDDY
+207.2%
+1,500.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.1% | 0.0% |
| 7D | -1.0% | -3.2% | +2.2% | 0.0% |
| 30D | -6.2% | +6.8% | -13.0% | -9.6% |
| 3M | -10.5% | +30.5% | -40.9% | -23.5% |
| 6M | +22.9% | +13.3% | +9.6% | +9.3% |
| YTD | +59.5% | -21.0% | +80.5% | +66.0% |
| 1Y | +112.6% | -34.0% | +146.6% | +142.0% |
| 3Y | +177.4% | +33.1% | +144.3% | +106.7% |
| 5Y | +107.3% | +30.3% | +76.9% | +55.4% |
| All | +1,708.0% | +207.2% | +1,500.7% | +837.6% |
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 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