+212.7%
GDX vs NIO
-60.1%
+272.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.9% | +4.7% | +0.3% |
| 7D | -6.8% | -14.5% | +7.7% | -5.1% |
| 30D | -2.1% | -15.0% | +12.8% | -0.2% |
| 3M | -7.5% | -35.6% | +28.0% | -3.0% |
| 6M | -15.2% | -55.7% | +40.5% | -7.7% |
| YTD | -4.8% | -43.1% | +38.3% | +0.7% |
| 1Y | +6.7% | -53.5% | +60.3% | +15.0% |
| 3Y | +212.7% | -59.8% | +272.6% | +237.5% |
| All | +212.7% | -60.1% | +272.8% | +237.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling