+79.8%
GDXJ vs GME
+370.2%
-290.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.3% | -4.0% | +1.2% |
| 7D | +0.9% | +4.8% | -3.9% | +0.8% |
| 30D | +8.8% | +5.9% | +3.0% | +8.7% |
| 3M | +29.8% | -10.7% | +40.6% | +30.1% |
| 6M | -5.8% | -19.8% | +14.0% | -5.4% |
| YTD | +13.6% | -0.9% | +14.5% | +13.5% |
| 1Y | +54.5% | -15.7% | +70.2% | +54.9% |
| 3Y | +301.4% | +12.3% | +289.1% | +291.9% |
| 5Y | +236.3% | -60.1% | +296.4% | +230.1% |
| 10Y | +240.1% | +265.3% | -25.2% | +181.1% |
| All | +79.8% | +370.2% | -290.4% | +25.5% |
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