+1,119.4%
NBIS vs GDX
+129.2%
+990.2%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.9% | +8.6% | +8.1% |
| 7D | +22.2% | +4.0% | +18.3% | +20.2% |
| 30D | +29.7% | +9.5% | +20.3% | +24.5% |
| 3M | +11.9% | +25.1% | -13.2% | +1.1% |
| 6M | +173.0% | -2.9% | +175.9% | +166.9% |
| YTD | +191.4% | +14.7% | +176.6% | +171.9% |
| 1Y | +280.7% | +47.4% | +233.3% | +239.9% |
| All | +1,119.4% | +129.2% | +990.2% | +718.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling