-55.8%
GLMD vs SPY
+77.1%
-132.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-04 to 2026-09-04.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.2% | -4.3% | -5.0% |
| 7D | +687.5% | +3.5% | +684.1% | +665.6% |
| 30D | +687.5% | +3.5% | +684.1% | +665.6% |
| 3M | +648.2% | +5.1% | +643.1% | +612.1% |
| 6M | +653.1% | +13.0% | +640.1% | +555.4% |
| YTD | +473.0% | +13.4% | +459.6% | +397.8% |
| 1Y | +201.8% | +21.5% | +180.2% | +144.0% |
| All | -55.8% | +77.1% | -132.9% | -75.5% |
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 2023-09-04 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…
2023-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling