+1,185.0%
LRCX vs GLDM
+219.1%
+965.9%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -0.8% | +9.0% | +8.6% |
| 7D | -16.2% | +4.7% | -20.8% | -18.0% |
| 30D | -39.2% | -0.9% | -38.3% | -39.0% |
| 3M | -34.4% | -4.3% | -30.1% | -33.2% |
| 6M | -32.4% | -13.4% | -19.0% | -28.4% |
| YTD | +17.4% | -5.8% | +23.3% | +21.0% |
| 1Y | +24.2% | +2.1% | +22.1% | +24.6% |
| 3Y | +221.6% | +105.0% | +116.5% | +151.3% |
| 5Y | +245.2% | +122.5% | +122.7% | +154.8% |
| All | +1,185.0% | +219.1% | +965.9% | +874.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling