+46.3%
GDX vs GME
-21.1%
+67.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.3% | -4.2% | +0.3% |
| 7D | +1.9% | +4.8% | -3.0% | +1.2% |
| 30D | +9.9% | +5.9% | +4.1% | +9.0% |
| 3M | +28.2% | -10.7% | +38.9% | +30.0% |
| 6M | -2.9% | -19.8% | +16.9% | +0.1% |
| YTD | +16.0% | -0.9% | +16.9% | +14.1% |
| All | +46.3% | -21.1% | +67.4% | +49.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling