+424.3%
GDXJ vs NIO
-38.3%
+462.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.7% | +1.5% |
| 7D | +0.9% | -4.1% | +5.1% | +1.3% |
| 30D | +8.8% | -23.2% | +32.1% | +11.1% |
| 3M | +29.8% | -29.9% | +59.8% | +33.4% |
| 6M | -5.8% | -25.1% | +19.3% | -3.9% |
| YTD | +13.6% | -27.5% | +41.0% | +16.0% |
| 1Y | +54.5% | -41.1% | +95.6% | +59.7% |
| 3Y | +301.4% | -63.1% | +364.5% | +316.2% |
| 5Y | +236.3% | -90.4% | +326.7% | +262.9% |
| All | +424.3% | -38.3% | +462.7% | +430.5% |
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 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