What does Alexa measure? I get the impression that they have a very small sample size.

well, millions of people have the alexa toolbar, supposedly. the toolbar tracks which sites you visit, etc. etc. if you have a small amount of traffic you can boost your ranking by encouraging your readers to get the toolbar. a few years back lewrockwell.com encouraged its readers to get alexa toolbars so that their visits would count more. if you compare the bear's traffic ranking with alexa rankings (i just pop in website urls) they tend to go in the same rank order-so i don't think this is THAT common. but, looking at some of the "related sites" of a few of the popular weblogs some seem to be gaming the system.

My best guess would be that a lot of people who have permalinks to Weevil also have permalinks to you guys. I really don't know how Alexia's guts work though.

I looked at Alexa for my blog, and while it's not totally random, it does not reflect my stats very well at all. It gives me the impression that it's based on one or two readers, which would translate to a few tens of readers for GNXP.