+169.7%
GDX vs GME
+585.9%
-416.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.6% |
| 3M | -5.4% | +35.8% | -41.2% | -6.3% |
| 6M | -12.7% | +10.3% | -23.0% | -13.0% |
| YTD | -0.7% | +27.2% | -27.9% | -1.4% |
| 1Y | +11.9% | +19.1% | -7.2% | +11.2% |
| 3Y | +223.9% | +103.7% | +120.2% | +208.4% |
| 5Y | +163.2% | -50.0% | +213.2% | +155.0% |
| 10Y | +349.2% | +471.4% | -122.3% | +220.8% |
| All | +169.7% | +585.9% | -416.2% | +37.6% |
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