+228.1%
GDXJ vs NIO
-90.3%
+318.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | +4.3% | -6.7% | +11.0% | +5.2% |
| 30D | +8.4% | -20.0% | +28.5% | +11.5% |
| 3M | +25.5% | -30.5% | +56.0% | +31.2% |
| 6M | -6.3% | -20.7% | +14.4% | -4.0% |
| YTD | +12.1% | -25.7% | +37.8% | +15.6% |
| 1Y | +51.1% | -38.6% | +89.6% | +58.5% |
| 3Y | +296.1% | -62.3% | +358.3% | +320.2% |
| 5Y | +228.1% | -90.1% | +318.2% | +271.4% |
| All | +228.1% | -90.3% | +318.4% | +271.4% |
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