+203.1%
GLMD vs SPY
+20.8%
+182.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.7% |
| 7D | -6.8% | +0.1% | -7.0% | -6.9% |
| 30D | +569.0% | +0.1% | +568.9% | +495.4% |
| 3M | +431.5% | +2.0% | +429.5% | +173.5% |
| 6M | +559.9% | +13.0% | +546.9% | +174.4% |
| YTD | +416.6% | +13.5% | +403.1% | +112.0% |
| 1Y | +203.1% | +20.0% | +183.2% | +7.8% |
| All | +203.1% | +20.8% | +182.3% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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