+255.9%
LRCX vs GLDM
+99.6%
+156.3%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.9% | +0.5% |
| 7D | +26.2% | -5.5% | +31.7% | +29.8% |
| 30D | -22.4% | -7.0% | -15.4% | -19.5% |
| 3M | -28.2% | -12.3% | -15.9% | -23.5% |
| 6M | -19.0% | -17.9% | -1.1% | -11.2% |
| YTD | +37.0% | -10.3% | +47.2% | +46.1% |
| 1Y | +45.5% | -7.8% | +53.3% | +53.7% |
| All | +255.9% | +99.6% | +156.3% | +175.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling