+213.3%
GLD vs GME
+237.1%
-23.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.7% |
| 7D | +0.7% | +0.4% | +0.3% | +0.7% |
| 30D | +0.3% | -1.4% | +1.7% | +0.3% |
| 3M | +0.6% | -15.1% | +15.8% | +0.6% |
| 6M | -15.6% | -22.5% | +6.9% | -15.6% |
| YTD | +0.9% | -5.9% | +6.8% | +0.9% |
| 1Y | +19.4% | -18.6% | +38.0% | +19.4% |
| 3Y | +124.5% | +6.7% | +117.8% | +124.9% |
| 5Y | +138.9% | -62.0% | +200.9% | +139.3% |
| 10Y | +213.3% | +239.5% | -26.2% | +237.0% |
| All | +213.3% | +237.1% | -23.9% | +237.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 10y: compounded portfolio wealth divided by compounded GME 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…
10y analysis · Full analysis span regression · 6 months rolling