+233.6%
GDX vs GME
-55.8%
+289.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.3% | -4.2% | +0.8% |
| 7D | +1.9% | +4.8% | -3.0% | +1.7% |
| 30D | +9.9% | +5.9% | +4.1% | +9.6% |
| 3M | +28.2% | -10.7% | +38.9% | +28.7% |
| 6M | -2.9% | -19.8% | +16.9% | -2.1% |
| YTD | +16.0% | -0.9% | +16.9% | +15.8% |
| 1Y | +49.9% | -15.7% | +65.6% | +50.6% |
| 3Y | +263.6% | +12.3% | +251.3% | +243.1% |
| 5Y | +233.6% | -60.1% | +293.6% | +221.8% |
| All | +233.6% | -55.8% | +289.4% | +221.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling