-99.8%
GLMD vs SPY
+405.3%
-505.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.2% | -4.3% | -4.4% |
| 7D | +687.5% | +3.5% | +684.1% | +679.7% |
| 30D | +687.5% | +3.5% | +684.1% | +679.7% |
| 3M | +648.2% | +5.1% | +643.1% | +629.1% |
| 6M | +653.1% | +13.0% | +640.1% | +584.5% |
| YTD | +473.0% | +13.4% | +459.6% | +420.2% |
| 1Y | +201.8% | +21.5% | +180.2% | +157.7% |
| 3Y | -55.4% | +82.9% | -138.3% | -74.1% |
| 5Y | -99.2% | +87.1% | -186.2% | -99.5% |
| 10Y | -99.4% | +313.1% | -412.5% | -99.9% |
| All | -99.8% | +405.3% | -505.2% | -100.0% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling