+188.2%
ASML vs GDDY
+23.8%
+164.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -8.3% | +11.2% | +3.2% |
| 7D | +6.0% | -7.6% | +13.6% | +6.2% |
| 30D | +1.4% | +2.0% | -0.6% | +1.1% |
| 3M | +1.0% | +15.1% | -14.1% | -1.3% |
| 6M | +37.0% | -1.1% | +38.1% | +37.2% |
| YTD | +65.8% | -25.1% | +90.9% | +81.4% |
| 1Y | +123.1% | -37.3% | +160.4% | +161.1% |
| 3Y | +188.2% | +24.5% | +163.6% | +152.4% |
| All | +188.2% | +23.8% | +164.3% | +152.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling