-7.8%
GLDM vs GME
+19.4%
-27.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.3% | -3.1% | -2.8% |
| 7D | -5.5% | +6.0% | -11.5% | -5.6% |
| 30D | -7.0% | -5.9% | -1.1% | -6.9% |
| 3M | -12.3% | +38.2% | -50.5% | -12.7% |
| 6M | -17.9% | +14.5% | -32.4% | -18.1% |
| YTD | -10.3% | +27.6% | -37.9% | -11.1% |
| 1Y | -7.8% | +19.9% | -27.7% | -8.7% |
| All | -7.8% | +19.4% | -27.2% | -8.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling