-100.0%
GLMD vs SPY
+406.1%
-506.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.6% |
| 7D | -6.8% | +0.1% | -7.0% | -7.0% |
| 30D | -16.4% | +0.1% | -16.4% | -16.5% |
| 3M | -33.6% | +2.0% | -35.6% | -35.2% |
| 6M | -17.5% | +13.0% | -30.5% | -27.1% |
| YTD | -35.4% | +13.5% | -49.0% | -43.0% |
| 1Y | -62.1% | +20.0% | -82.1% | -68.1% |
| 3Y | -95.4% | +77.2% | -172.6% | -97.3% |
| 5Y | -99.9% | +81.9% | -181.8% | -100.0% |
| 10Y | -99.9% | +314.1% | -414.0% | -100.0% |
| All | -100.0% | +406.1% | -506.1% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling