-99.9%
GLMD vs SPY
+82.0%
-181.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.7% |
| 7D | -6.8% | +0.1% | -7.0% | -6.9% |
| 30D | -16.4% | +0.1% | -16.4% | -16.4% |
| 3M | -33.6% | +2.0% | -35.6% | -35.1% |
| 6M | -17.5% | +13.0% | -30.5% | -26.5% |
| YTD | -35.4% | +13.5% | -49.0% | -42.5% |
| 1Y | -62.1% | +20.0% | -82.1% | -67.7% |
| 3Y | -95.4% | +77.2% | -172.6% | -97.1% |
| All | -99.9% | +82.0% | -181.9% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling