+1,558.8%
ASML vs GDDY
+470.6%
+1,088.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.6% |
| 7D | +4.9% | -0.2% | +5.2% | +5.0% |
| 30D | -9.3% | +10.4% | -19.7% | -13.2% |
| 3M | -19.0% | +13.6% | -32.5% | -24.4% |
| 6M | -5.2% | +33.7% | -38.9% | -19.6% |
| YTD | +40.6% | -8.0% | +48.6% | +35.5% |
| 1Y | +47.5% | -12.9% | +60.4% | +45.3% |
| 3Y | +133.9% | +29.3% | +104.5% | +88.8% |
| 5Y | +83.8% | +60.8% | +22.9% | +35.0% |
| 10Y | +1,539.7% | +244.4% | +1,295.4% | +892.6% |
| All | +1,558.8% | +470.6% | +1,088.2% | +878.4% |
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 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