+497.8%
GDX vs NIO
-36.7%
+534.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -2.1% |
| 7D | -0.4% | -13.0% | +12.7% | +0.4% |
| 30D | +18.6% | -18.3% | +36.9% | +20.0% |
| 3M | +14.9% | -33.2% | +48.1% | +17.6% |
| 6M | -6.3% | -21.5% | +15.2% | -5.1% |
| YTD | +15.7% | -25.5% | +41.2% | +17.4% |
| 1Y | +54.8% | -38.0% | +92.9% | +58.3% |
| 3Y | +253.4% | -65.5% | +318.9% | +263.5% |
| 5Y | +219.7% | -90.6% | +310.3% | +235.8% |
| All | +497.8% | -36.7% | +534.5% | +504.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling