+216.8%
GLDM vs GME
+628.6%
-411.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.6% |
| 7D | +2.9% | +4.8% | -1.9% | +2.9% |
| 30D | -3.9% | -4.3% | +0.4% | -3.9% |
| 3M | -8.1% | +35.3% | -43.5% | -8.2% |
| 6M | -14.7% | +4.7% | -19.4% | -14.7% |
| YTD | -6.6% | +26.6% | -33.2% | -6.6% |
| 1Y | -2.1% | +18.3% | -20.4% | -2.1% |
| 3Y | +107.7% | +102.8% | +4.9% | +107.9% |
| 5Y | +116.5% | -48.9% | +165.4% | +116.6% |
| All | +216.8% | +628.6% | -411.9% | +223.4% |
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