+84.2%
ASML vs GLDM
+125.5%
-41.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.7% | -7.3% | -5.0% |
| 7D | -10.0% | -0.3% | -9.7% | -9.9% |
| 30D | -19.4% | -1.9% | -17.6% | -18.8% |
| 3M | -12.5% | -0.4% | -12.1% | -12.6% |
| 6M | +8.2% | -10.1% | +18.3% | +12.6% |
| YTD | +40.7% | -5.8% | +46.6% | +43.0% |
| 1Y | +46.1% | +3.1% | +43.0% | +43.6% |
| 3Y | +138.5% | +103.4% | +35.1% | +68.8% |
| 5Y | +84.2% | +125.5% | -41.4% | +8.7% |
| All | +84.2% | +125.5% | -41.4% | +8.7% |
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