+92.7%
ASML vs GDDY
+58.8%
+34.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.7% |
| 7D | +2.5% | -4.0% | +6.6% | +3.3% |
| 30D | -12.2% | +11.0% | -23.2% | -15.0% |
| 3M | -14.6% | +25.1% | -39.7% | -21.1% |
| 6M | -1.7% | +28.9% | -30.7% | -13.0% |
| YTD | +44.3% | -8.5% | +52.8% | +48.3% |
| 1Y | +51.0% | -13.8% | +64.8% | +60.2% |
| 3Y | +137.6% | +29.5% | +108.0% | +77.3% |
| 5Y | +92.7% | +60.5% | +32.2% | +23.8% |
| All | +92.7% | +58.8% | +34.0% | +23.8% |
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