+28.0%
NBIS vs GDX
+22.9%
+5.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +9.0% | -15.7% | -11.6% |
| 7D | -22.4% | +0.8% | -23.1% | -22.9% |
| 30D | -39.1% | -3.2% | -35.9% | -38.0% |
| 3M | -37.3% | +8.6% | -45.9% | -41.4% |
| 6M | -19.8% | -1.2% | -18.5% | -21.9% |
| YTD | +69.1% | -1.4% | +70.4% | +48.5% |
| 1Y | +28.0% | +24.8% | +3.2% | -15.3% |
| All | +28.0% | +22.9% | +5.1% | -15.3% |
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