-99.9%
GLMD vs SPY
+402.2%
-502.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.9% | -5.6% | -5.5% |
| 7D | -1.0% | -0.8% | -0.3% | -0.3% |
| 30D | -14.3% | -1.1% | -13.2% | -13.6% |
| 3M | +523.5% | +3.9% | +519.6% | +495.6% |
| 6M | +507.6% | +13.6% | +494.0% | +434.5% |
| YTD | +411.7% | +12.7% | +399.0% | +354.1% |
| 1Y | +147.7% | +17.5% | +130.2% | +112.2% |
| 3Y | -60.7% | +76.9% | -137.6% | -77.1% |
| 5Y | -99.3% | +83.6% | -182.9% | -99.6% |
| 10Y | -99.4% | +320.7% | -420.1% | -99.9% |
| All | -99.9% | +402.2% | -502.1% | -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