+739.4%
GLD vs GME
+1,259.8%
-520.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.9% | -4.7% | -0.8% |
| 7D | +4.7% | +3.7% | +1.0% | +4.7% |
| 30D | -0.9% | +2.2% | -3.1% | -0.9% |
| 3M | -4.4% | +30.6% | -35.0% | -4.4% |
| 6M | -13.6% | -0.2% | -13.4% | -13.6% |
| YTD | -6.0% | +25.1% | -31.1% | -6.0% |
| 1Y | +1.8% | +17.7% | -15.9% | +1.8% |
| 3Y | +103.2% | +85.7% | +17.5% | +103.6% |
| 5Y | +119.3% | -52.9% | +172.2% | +119.6% |
| 10Y | +199.5% | +504.9% | -305.4% | +206.7% |
| All | +739.4% | +1,259.8% | -520.4% | +711.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling