+413.2%
GDX vs NIO
-46.0%
+459.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.4% |
| 7D | +0.7% | -1.8% | +2.6% | +0.8% |
| 30D | -3.8% | -6.6% | +2.9% | -3.3% |
| 3M | -5.4% | -29.9% | +24.4% | -3.4% |
| 6M | -12.7% | -46.6% | +33.9% | -9.5% |
| YTD | -0.7% | -36.5% | +35.8% | +1.7% |
| 1Y | +11.9% | -51.1% | +63.0% | +16.2% |
| 3Y | +223.9% | -55.2% | +279.1% | +230.2% |
| 5Y | +163.2% | -92.3% | +255.5% | +179.7% |
| All | +413.2% | -46.0% | +459.2% | +423.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 10y: compounded portfolio wealth divided by compounded NIO 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…
10y analysis · Full analysis span regression · 6 months rolling