+1,800.1%
ASML vs GDDY
+406.5%
+1,393.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.2% | +6.4% | +4.9% |
| 7D | +1.1% | +3.7% | -2.6% | -0.3% |
| 30D | +2.2% | +10.4% | -8.2% | -1.8% |
| 3M | -2.3% | +19.4% | -21.7% | -11.6% |
| 6M | +23.0% | +14.3% | +8.7% | +11.3% |
| YTD | +61.1% | -18.4% | +79.4% | +65.0% |
| 1Y | +129.1% | -30.1% | +159.2% | +150.1% |
| 3Y | +165.4% | +39.4% | +125.9% | +108.2% |
| 5Y | +109.5% | +35.2% | +74.3% | +66.8% |
| 10Y | +1,645.7% | +210.0% | +1,435.7% | +1,021.5% |
| All | +1,800.1% | +406.5% | +1,393.5% | +1,092.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling