+219.4%
GLDM vs GME
+619.8%
-400.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| 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 | -4.3% | +30.6% | -34.9% | -4.3% |
| 6M | -13.4% | -0.2% | -13.2% | -13.4% |
| YTD | -5.8% | +25.1% | -30.9% | -5.8% |
| 1Y | +2.1% | +17.7% | -15.6% | +2.0% |
| 3Y | +105.0% | +85.7% | +19.4% | +105.2% |
| 5Y | +122.5% | -52.9% | +175.4% | +122.6% |
| All | +219.4% | +619.8% | -400.4% | +226.1% |
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