+107.0%
GLDM vs GME
-49.3%
+156.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | +0.1% |
| 7D | -4.6% | +2.9% | -7.5% | -4.6% |
| 30D | -5.5% | -4.8% | -0.7% | -5.4% |
| 3M | -10.9% | +39.2% | -50.1% | -11.1% |
| 6M | -17.3% | +17.1% | -34.4% | -17.5% |
| YTD | -10.2% | +28.7% | -38.9% | -10.4% |
| 1Y | -6.9% | +23.3% | -30.3% | -7.1% |
| 3Y | +98.7% | +112.9% | -14.3% | +97.5% |
| All | +107.0% | -49.3% | +156.2% | +103.0% |
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