+1,952.0%
LRCX vs GLDM
+242.2%
+1,709.8%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.7% | +5.9% | +4.9% |
| 7D | +10.4% | +0.7% | +9.7% | +10.0% |
| 30D | +2.9% | +0.3% | +2.6% | +2.7% |
| 3M | -1.2% | +0.7% | -1.9% | -1.7% |
| 6M | +60.9% | -15.4% | +76.3% | +70.9% |
| YTD | +87.5% | +1.0% | +86.5% | +87.6% |
| 1Y | +206.6% | +19.7% | +186.9% | +189.7% |
| 3Y | +392.1% | +126.5% | +265.6% | +269.3% |
| 5Y | +478.4% | +142.5% | +335.9% | +311.7% |
| All | +1,952.0% | +242.2% | +1,709.8% | +1,411.6% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling