+112.4%
ASML vs GDDY
+24.6%
+87.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.2% |
| 7D | +2.8% | -8.1% | +10.9% | +5.0% |
| 30D | -0.2% | +2.3% | -2.5% | -1.6% |
| 3M | -2.6% | +14.7% | -17.3% | -10.3% |
| 6M | +27.9% | +2.1% | +25.8% | +21.6% |
| YTD | +62.4% | -24.6% | +87.0% | +77.1% |
| 1Y | +116.2% | -37.1% | +153.4% | +159.6% |
| 3Y | +182.4% | +25.5% | +156.9% | +102.9% |
| 5Y | +112.4% | +24.2% | +88.2% | +59.2% |
| All | +112.4% | +24.6% | +87.8% | +59.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling