+142.5%
GLD vs GME
-62.8%
+205.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.5% | -0.8% |
| 7D | -0.5% | +7.2% | -7.7% | -0.6% |
| 30D | +4.4% | +0.8% | +3.6% | +4.4% |
| 3M | -1.1% | -14.0% | +12.9% | -1.0% |
| 6M | -13.8% | -19.7% | +5.9% | -13.7% |
| YTD | +2.6% | -4.6% | +7.2% | +2.6% |
| 1Y | +24.5% | -14.3% | +38.9% | +24.6% |
| 3Y | +125.8% | +4.0% | +121.8% | +125.2% |
| All | +142.5% | -62.8% | +205.4% | +139.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling