+47.5%
ASML vs GDDY
-13.9%
+61.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | +0.4% |
| 7D | +4.9% | -0.2% | +5.2% | +4.9% |
| 30D | -9.3% | +10.4% | -19.7% | -5.7% |
| 3M | -19.0% | +13.6% | -32.5% | -14.2% |
| 6M | -5.2% | +33.7% | -38.9% | +8.2% |
| YTD | +40.6% | -8.0% | +48.6% | +45.7% |
| 1Y | +47.5% | -12.9% | +60.4% | +53.7% |
| All | +47.5% | -13.9% | +61.4% | +53.7% |
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 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