+222.0%
GLDM vs GME
+592.5%
-370.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.9% | +4.7% | +0.9% |
| 7D | +1.9% | +0.7% | +1.2% | +1.9% |
| 30D | -1.7% | -2.4% | +0.7% | -1.7% |
| 3M | -3.5% | +27.1% | -30.7% | -3.6% |
| 6M | -10.1% | -0.2% | -9.8% | -10.1% |
| YTD | -5.0% | +20.4% | -25.4% | -5.1% |
| 1Y | +2.8% | +9.8% | -7.0% | +2.8% |
| 3Y | +105.1% | +74.3% | +30.9% | +105.3% |
| 5Y | +124.3% | -54.7% | +179.0% | +124.4% |
| All | +222.0% | +592.5% | -370.6% | +228.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling