+204.3%
GLDM vs GME
+634.1%
-429.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.3% | -3.1% | -2.8% |
| 7D | -5.5% | +6.0% | -11.5% | -5.5% |
| 30D | -7.0% | -5.9% | -1.1% | -7.0% |
| 3M | -12.3% | +38.2% | -50.5% | -12.3% |
| 6M | -17.9% | +14.5% | -32.4% | -17.9% |
| YTD | -10.3% | +27.6% | -37.9% | -10.3% |
| 1Y | -7.8% | +19.9% | -27.7% | -7.8% |
| 3Y | +99.5% | +104.3% | -4.8% | +99.7% |
| 5Y | +106.5% | -49.3% | +155.8% | +106.6% |
| All | +204.3% | +634.1% | -429.8% | +210.6% |
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