+150.7%
GDX vs NIO
-93.2%
+243.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.9% | +4.7% | +0.3% |
| 7D | -6.8% | -14.5% | +7.7% | -5.2% |
| 30D | -2.1% | -15.0% | +12.8% | -0.4% |
| 3M | -7.5% | -35.6% | +28.0% | -3.2% |
| 6M | -15.2% | -55.7% | +40.5% | -8.0% |
| YTD | -4.8% | -43.1% | +38.3% | +0.3% |
| 1Y | +6.7% | -53.5% | +60.3% | +14.5% |
| 3Y | +212.7% | -59.8% | +272.6% | +226.9% |
| All | +150.7% | -93.2% | +243.9% | +172.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling