+213.9%
GLMD vs SPY
+19.9%
+194.0%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-07 to 2026-09-07.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.2% | -4.3% | -7.5% |
| 7D | +687.5% | +3.5% | +684.1% | +609.1% |
| 30D | +687.5% | +3.5% | +684.1% | +609.1% |
| 3M | +648.2% | +5.1% | +643.1% | +547.0% |
| 6M | +653.1% | +13.0% | +640.1% | +462.2% |
| YTD | +473.0% | +13.4% | +459.6% | +322.7% |
| All | +213.9% | +19.9% | +194.0% | +90.1% |
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 2025-09-07 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…
2025-09-07 to 2026-09-07 analysis · Full analysis span regression · 6 months rolling