+14,551.4%
NVDA vs GDX
+308.1%
+14,243.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.5% | +1.2% | -1.7% |
| 7D | -4.3% | -5.4% | +1.1% | -3.4% |
| 30D | +0.5% | +6.6% | -6.1% | -0.6% |
| 3M | +9.1% | +30.1% | -21.0% | +4.1% |
| 6M | +18.5% | -7.1% | +25.6% | +18.9% |
| YTD | +17.4% | +12.0% | +5.4% | +13.8% |
| 1Y | +23.4% | +41.2% | -17.8% | +15.1% |
| 3Y | +380.6% | +251.0% | +129.6% | +285.6% |
| 5Y | +875.7% | +226.7% | +649.0% | +677.3% |
| All | +14,551.4% | +308.1% | +14,243.3% | +13,084.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling