+1,870.2%
LRCX vs GLDM
+248.1%
+1,622.1%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.9% | +6.0% | +5.5% |
| 7D | +1.9% | -0.5% | +2.4% | +2.1% |
| 30D | +0.1% | +4.4% | -4.3% | -1.8% |
| 3M | -8.5% | -1.1% | -7.4% | -8.2% |
| 6M | +38.1% | -13.7% | +51.7% | +45.5% |
| YTD | +80.1% | +2.8% | +77.3% | +78.9% |
| 1Y | +208.1% | +24.8% | +183.2% | +186.8% |
| 3Y | +350.2% | +127.8% | +222.4% | +236.9% |
| 5Y | +430.7% | +141.1% | +289.5% | +278.7% |
| All | +1,870.2% | +248.1% | +1,622.1% | +1,341.6% |
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 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