+259.7%
GDX vs GME
+4.1%
+255.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.6% | -0.8% |
| 7D | +4.0% | +0.4% | +3.5% | +3.9% |
| 30D | +9.5% | -1.4% | +10.9% | +9.5% |
| 3M | +25.1% | -15.1% | +40.2% | +25.8% |
| 6M | -2.9% | -22.5% | +19.6% | -2.0% |
| YTD | +14.7% | -5.9% | +20.7% | +14.9% |
| 1Y | +47.4% | -18.6% | +66.1% | +48.3% |
| 3Y | +259.7% | +6.7% | +253.0% | +250.3% |
| All | +259.7% | +4.1% | +255.6% | +250.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling