+427.6%
GDX vs NIO
-43.5%
+471.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.9% | -3.8% | +1.8% |
| 7D | +13.6% | +5.6% | +8.0% | +13.3% |
| 30D | +2.5% | -4.2% | +6.7% | +2.8% |
| 3M | +4.4% | -26.3% | +30.7% | +6.3% |
| 6M | -5.2% | -42.5% | +37.3% | -2.2% |
| YTD | +2.1% | -33.5% | +35.7% | +4.3% |
| 1Y | +24.7% | -52.7% | +77.4% | +29.7% |
| 3Y | +211.3% | -57.5% | +268.7% | +217.9% |
| 5Y | +186.7% | -92.0% | +278.7% | +203.8% |
| All | +427.6% | -43.5% | +471.1% | +436.7% |
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