-99.4%
GLMD vs SPY
+312.6%
-412.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-07 to 2026-09-07.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.2% | -4.3% | -4.4% |
| 7D | +687.5% | +3.5% | +684.1% | +679.4% |
| 30D | +687.5% | +3.5% | +684.1% | +679.4% |
| 3M | +648.2% | +5.1% | +643.1% | +629.2% |
| 6M | +653.1% | +13.0% | +640.1% | +586.2% |
| YTD | +473.0% | +13.4% | +459.6% | +421.5% |
| 1Y | +201.8% | +21.5% | +180.2% | +159.0% |
| 3Y | -55.4% | +82.9% | -138.3% | -73.4% |
| 5Y | -99.2% | +87.1% | -186.2% | -99.5% |
| All | -99.4% | +312.6% | -412.0% | -99.9% |
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 2016-09-07 to 2026-09-07: 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…
2016-09-07 to 2026-09-07 analysis · Full analysis span regression · 6 months rolling