+327.3%
GDX vs GME
+470.0%
-142.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.3% | -4.2% | -4.0% |
| 7D | -4.6% | +6.0% | -10.6% | -4.6% |
| 30D | -6.2% | -5.9% | -0.3% | -6.1% |
| 3M | -10.0% | +38.2% | -48.2% | -10.4% |
| 6M | -15.8% | +14.5% | -30.3% | -15.9% |
| YTD | -4.6% | +27.6% | -32.2% | -4.9% |
| 1Y | +4.0% | +19.9% | -15.9% | +3.8% |
| 3Y | +211.1% | +104.3% | +106.8% | +207.2% |
| 5Y | +152.3% | -49.3% | +201.6% | +149.5% |
| All | +327.3% | +470.0% | -142.6% | +328.3% |
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