+220.4%
GDXJ vs GME
-56.3%
+276.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.7% | -2.7% | +0.9% |
| 7D | -2.8% | +10.4% | -13.2% | -3.3% |
| 30D | +5.0% | +14.1% | -9.1% | +4.2% |
| 3M | +24.1% | -4.6% | +28.7% | +24.3% |
| 6M | -7.4% | -13.5% | +6.2% | -6.8% |
| YTD | +10.2% | +5.3% | +4.9% | +9.7% |
| 1Y | +42.5% | -14.9% | +57.4% | +43.3% |
| 3Y | +285.7% | +24.3% | +261.5% | +255.8% |
| All | +220.4% | -56.3% | +276.8% | +207.0% |
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