The web server hosting this site is in the European Union.
It keeps a record of what accesses it, that is:

• an IP address
• a user agent string
• a timestamp

According to the GDPR this is personal data. It is standard practice to do so on all servers: it is necessary to identify cracking attempts and other attacks.

Apart from that I do not store any information about my visitors.

The site currently does store a PHP session cookie on a visitor's machine (it is only required by the contact plugin). However, this is nothing to worry about. It does not contain personal data.