+96.9%
GLD vs GME
+106.8%
-9.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | +0.1% |
| 7D | -4.6% | +2.9% | -7.5% | -4.6% |
| 30D | -5.5% | -4.8% | -0.7% | -5.4% |
| 3M | -10.9% | +39.2% | -50.1% | -11.2% |
| 6M | -17.4% | +17.1% | -34.5% | -17.6% |
| YTD | -10.3% | +28.7% | -39.0% | -10.6% |
| 1Y | -7.2% | +23.3% | -30.5% | -7.4% |
| 3Y | +96.9% | +112.9% | -16.0% | +95.2% |
| All | +96.9% | +106.8% | -9.9% | +95.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling