+755.2%
GLD vs GME
+1,285.2%
-530.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | 0.0% | +1.9% |
| 7D | +4.9% | +5.8% | -0.8% | +4.9% |
| 30D | -1.3% | -3.7% | +2.3% | -1.3% |
| 3M | -4.8% | +33.6% | -38.3% | -4.8% |
| 6M | -12.5% | +5.4% | -17.9% | -12.5% |
| YTD | -4.2% | +27.4% | -31.7% | -4.2% |
| 1Y | +3.0% | +19.0% | -16.0% | +3.0% |
| 3Y | +109.1% | +101.5% | +7.6% | +109.6% |
| 5Y | +121.6% | -50.5% | +172.0% | +121.8% |
| 10Y | +212.2% | +493.3% | -281.1% | +219.7% |
| All | +755.2% | +1,285.2% | -530.0% | +726.5% |
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