+833.5%
ASML vs GLDM
+248.1%
+585.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.9% | +5.1% | +4.5% |
| 7D | +1.1% | -0.5% | +1.6% | +1.3% |
| 30D | +2.2% | +4.4% | -2.2% | +0.3% |
| 3M | -2.3% | -1.1% | -1.2% | -2.1% |
| 6M | +23.0% | -13.7% | +36.6% | +29.4% |
| YTD | +61.1% | +2.8% | +58.3% | +58.1% |
| 1Y | +129.1% | +24.8% | +104.3% | +108.5% |
| 3Y | +165.4% | +127.8% | +37.5% | +83.4% |
| 5Y | +109.5% | +141.1% | -31.7% | +37.6% |
| All | +833.5% | +248.1% | +585.4% | +508.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 10y: compounded portfolio wealth divided by compounded GLDM 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…
10y analysis · Full analysis span regression · 6 months rolling