+913.8%
NVDA vs GDX
+226.3%
+687.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.2% | -1.8% |
| 7D | +3.8% | +4.0% | -0.1% | +2.8% |
| 30D | +0.8% | +9.5% | -8.7% | -1.6% |
| 3M | +8.2% | +25.1% | -16.9% | +1.7% |
| 6M | +27.1% | -2.9% | +30.0% | +26.5% |
| YTD | +21.2% | +14.7% | +6.4% | +14.4% |
| 1Y | +34.3% | +47.4% | -13.1% | +18.0% |
| 3Y | +396.3% | +259.7% | +136.6% | +232.0% |
| 5Y | +913.8% | +227.7% | +686.1% | +572.9% |
| All | +913.8% | +226.3% | +687.5% | +572.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling