+23.5%
NVDA vs GDX
+43.3%
-19.8%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.3% |
| 7D | -5.1% | -2.2% | -3.0% | -4.6% |
| 30D | -2.5% | +6.8% | -9.2% | -4.0% |
| 3M | +6.7% | +24.9% | -18.3% | +0.8% |
| 6M | +17.6% | -4.2% | +21.8% | +16.0% |
| YTD | +17.3% | +13.2% | +4.1% | +11.2% |
| 1Y | +23.5% | +40.2% | -16.7% | +9.9% |
| All | +23.5% | +43.3% | -19.8% | +9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling