+48.0%
LRCX vs GLD
-8.2%
+56.3%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.2% | -3.5% | -3.5% |
| 7D | +12.7% | -4.6% | +17.3% | +16.0% |
| 30D | -21.3% | -5.5% | -15.8% | -18.4% |
| 3M | -32.9% | -10.9% | -22.0% | -27.8% |
| 6M | -23.4% | -17.4% | -6.0% | -13.9% |
| YTD | +32.4% | -10.3% | +42.7% | +43.1% |
| 1Y | +48.0% | -7.2% | +55.2% | +54.3% |
| All | +48.0% | -8.2% | +56.3% | +54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GLD.
Daily Out/Under-Performance
Portfolio return minus GLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLD 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 1y: compounded portfolio wealth divided by compounded GLD 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…
1y analysis · Full analysis span regression · 6 months rolling