+115.3%
GLDM vs GME
-49.1%
+164.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.6% |
| 7D | +2.9% | +4.8% | -1.9% | +2.8% |
| 30D | -3.9% | -4.3% | +0.4% | -3.9% |
| 3M | -8.1% | +35.3% | -43.5% | -8.4% |
| 6M | -14.7% | +4.7% | -19.4% | -14.8% |
| YTD | -6.6% | +26.6% | -33.2% | -6.8% |
| 1Y | -2.1% | +18.3% | -20.4% | -2.2% |
| 3Y | +107.7% | +102.8% | +4.9% | +106.5% |
| All | +115.3% | -49.1% | +164.4% | +112.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling