+423.4%
GDXJ vs NIO
-36.7%
+460.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -2.4% |
| 7D | +0.2% | -13.0% | +13.2% | +1.3% |
| 30D | +17.9% | -18.3% | +36.1% | +19.7% |
| 3M | +15.3% | -33.2% | +48.5% | +19.0% |
| 6M | -9.4% | -21.5% | +12.0% | -8.0% |
| YTD | +13.4% | -25.5% | +38.9% | +15.6% |
| 1Y | +59.7% | -38.0% | +97.7% | +64.4% |
| 3Y | +283.6% | -65.5% | +349.0% | +299.3% |
| 5Y | +217.6% | -90.6% | +308.2% | +242.7% |
| All | +423.4% | -36.7% | +460.1% | +428.5% |
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 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