+214.2%
GDX vs GME
+414.4%
-200.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.2% |
| 7D | -0.4% | +7.2% | -7.6% | -0.6% |
| 30D | +18.6% | +0.8% | +17.8% | +18.6% |
| 3M | +14.9% | -14.0% | +28.8% | +15.3% |
| 6M | -6.3% | -19.7% | +13.5% | -5.8% |
| YTD | +15.7% | -4.6% | +20.3% | +15.8% |
| 1Y | +54.8% | -14.3% | +69.2% | +55.3% |
| 3Y | +253.4% | +4.0% | +249.4% | +242.4% |
| 5Y | +219.7% | -62.2% | +281.9% | +212.1% |
| 10Y | +300.2% | +241.4% | +58.8% | +197.6% |
| All | +214.2% | +414.4% | -200.2% | +61.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling