+242.0%
GDXJ vs NIO
-56.9%
+298.9%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -3.8% | -2.2% | -5.5% |
| 7D | +11.8% | +2.8% | +9.0% | +11.4% |
| 30D | -7.1% | -8.4% | +1.3% | -6.0% |
| 3M | -10.5% | -32.0% | +21.4% | -6.1% |
| 6M | -15.5% | -43.9% | +28.4% | -9.4% |
| YTD | -6.6% | -35.7% | +29.1% | -1.7% |
| 1Y | +11.3% | -51.1% | +62.5% | +20.7% |
| 3Y | +242.0% | -54.7% | +296.7% | +270.0% |
| All | +242.0% | -56.9% | +298.9% | +270.0% |
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 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