+296.0%
GDX vs GME
+285.6%
+10.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.7% | -2.6% | +1.1% |
| 7D | -2.2% | +10.4% | -12.6% | -2.3% |
| 30D | +6.8% | +14.1% | -7.3% | +6.6% |
| 3M | +24.9% | -4.6% | +29.6% | +25.0% |
| 6M | -4.2% | -13.5% | +9.3% | -4.1% |
| YTD | +13.2% | +5.3% | +7.9% | +13.1% |
| 1Y | +40.2% | -14.9% | +55.1% | +40.4% |
| 3Y | +249.6% | +24.3% | +225.3% | +246.2% |
| 5Y | +230.4% | -55.6% | +285.9% | +227.4% |
| All | +296.0% | +285.6% | +10.4% | +326.4% |
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