+163.2%
GDX vs GME
-48.9%
+212.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.5% |
| 7D | +0.7% | +1.6% | -0.9% | +0.7% |
| 30D | -3.8% | -6.2% | +2.4% | -3.5% |
| 3M | -5.4% | +35.8% | -41.2% | -6.7% |
| 6M | -12.7% | +10.3% | -23.0% | -13.2% |
| YTD | -0.7% | +27.2% | -27.9% | -1.9% |
| 1Y | +11.9% | +19.1% | -7.2% | +10.8% |
| 3Y | +223.9% | +103.7% | +120.2% | +197.1% |
| 5Y | +163.2% | -50.0% | +213.2% | +150.2% |
| All | +163.2% | -48.9% | +212.1% | +150.2% |
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