+248.8%
NBIS vs GDX
+55.3%
+193.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -2.2% | +9.7% | +8.6% |
| 7D | +8.2% | -0.4% | +8.6% | +8.3% |
| 30D | +3.4% | +18.6% | -15.2% | -6.1% |
| 3M | -12.8% | +14.9% | -27.7% | -20.1% |
| 6M | +131.5% | -6.3% | +137.8% | +130.6% |
| YTD | +170.5% | +15.7% | +154.7% | +141.8% |
| 1Y | +248.8% | +54.8% | +193.9% | +297.0% |
| All | +248.8% | +55.3% | +193.4% | +297.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GDX.
Daily Out/Under-Performance
Portfolio return minus GDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDX 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 1y: compounded portfolio wealth divided by compounded GDX 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…
1y analysis · Full analysis span regression · 6 months rolling