+14,890.9%
NVDA vs GDX
+322.7%
+14,568.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.1% |
| 7D | -0.3% | +1.9% | -2.2% | -0.7% |
| 30D | +2.8% | +9.9% | -7.1% | +1.1% |
| 3M | +7.4% | +28.2% | -20.8% | +2.7% |
| 6M | +22.6% | -2.9% | +25.5% | +22.2% |
| YTD | +20.1% | +16.0% | +4.1% | +15.8% |
| 1Y | +31.2% | +49.9% | -18.7% | +21.1% |
| 3Y | +391.7% | +263.6% | +128.2% | +292.2% |
| 5Y | +911.9% | +233.6% | +678.3% | +702.2% |
| All | +14,890.9% | +322.7% | +14,568.2% | +13,309.0% |
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