+326.3%
GDX vs GME
+475.1%
-148.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.3% |
| 7D | -6.8% | +2.9% | -9.7% | -6.8% |
| 30D | -2.1% | -4.8% | +2.7% | -2.1% |
| 3M | -7.5% | +39.2% | -46.7% | -7.9% |
| 6M | -15.2% | +17.1% | -32.2% | -15.3% |
| YTD | -4.8% | +28.7% | -33.6% | -5.1% |
| 1Y | +6.7% | +23.3% | -16.6% | +6.4% |
| 3Y | +212.7% | +112.9% | +99.8% | +208.8% |
| 5Y | +151.7% | -48.8% | +200.5% | +148.8% |
| All | +326.3% | +475.1% | -148.8% | +327.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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