+7,999.2%
NVDA vs GDX
+340.0%
+7,659.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.0% | -0.4% | -3.6% |
| 7D | -8.5% | -4.6% | -3.9% | -7.7% |
| 30D | -27.3% | -6.2% | -21.1% | -26.5% |
| 3M | -25.8% | -10.0% | -15.7% | -24.6% |
| 6M | -24.6% | -15.8% | -8.8% | -22.7% |
| YTD | -10.7% | -4.6% | -6.1% | -11.4% |
| 1Y | -14.0% | +4.0% | -18.1% | -16.1% |
| 3Y | +244.9% | +211.1% | +33.8% | +171.9% |
| 5Y | +449.3% | +152.3% | +297.0% | +337.5% |
| All | +7,999.2% | +340.0% | +7,659.2% | +6,731.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling