+1,022.8%
NBIS vs GDXJ
+139.3%
+883.5%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.6% | -2.0% |
| 7D | -0.8% | -2.8% | +2.0% | +0.3% |
| 30D | -13.4% | +5.0% | -18.3% | -15.5% |
| 3M | +1.0% | +24.1% | -23.0% | -8.6% |
| 6M | +100.5% | -7.4% | +107.9% | +99.6% |
| YTD | +168.3% | +10.2% | +158.0% | +150.6% |
| 1Y | +151.8% | +42.5% | +109.2% | +118.4% |
| All | +1,022.8% | +139.3% | +883.5% | +587.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GDXJ.
Daily Out/Under-Performance
Portfolio return minus GDXJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDXJ 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 3y: compounded portfolio wealth divided by compounded GDXJ 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…
3y analysis · Full analysis span regression · 6 months rolling