-99.8%
GLMD vs SPY
+276.4%
-376.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.3% | +3.0% | +3.0% |
| 7D | -8.9% | -1.4% | -7.5% | -7.5% |
| 30D | -23.6% | +0.9% | -24.5% | -23.9% |
| 3M | -23.1% | +8.2% | -31.3% | -28.2% |
| 6M | -6.8% | +20.9% | -27.8% | -21.2% |
| YTD | -61.4% | +16.6% | -78.1% | -66.4% |
| 1Y | -63.5% | +18.9% | -82.4% | -68.9% |
| 3Y | -98.2% | +87.6% | -185.8% | -98.9% |
| 5Y | -99.8% | +107.5% | -207.3% | -99.9% |
| All | -99.8% | +276.4% | -376.2% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling