+108.6%
ASML vs GLDM
+143.3%
-34.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.2% |
| 6M | +23.0% | -13.7% | +36.6% | +28.9% |
| YTD | +61.1% | +2.8% | +58.3% | +58.3% |
| 1Y | +129.1% | +24.8% | +104.3% | +109.7% |
| 3Y | +165.4% | +127.8% | +37.5% | +81.6% |
| All | +108.6% | +143.3% | -34.7% | +23.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling