+45,322.3%
NVDA vs GDX
+164.1%
+45,158.2%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.0% | -0.4% | -3.5% |
| 7D | -8.5% | -4.6% | -3.9% | -7.6% |
| 30D | -27.3% | -6.2% | -21.1% | -26.5% |
| 3M | -25.8% | -10.0% | -15.7% | -24.5% |
| 6M | -24.6% | -15.8% | -8.8% | -22.5% |
| YTD | -10.7% | -4.6% | -6.1% | -11.6% |
| 1Y | -14.0% | +4.0% | -18.1% | -16.6% |
| 3Y | +244.9% | +211.1% | +33.8% | +158.6% |
| 5Y | +449.3% | +152.3% | +297.0% | +323.0% |
| 10Y | +7,600.6% | +331.4% | +7,269.2% | +4,899.8% |
| All | +45,322.3% | +164.1% | +45,158.2% | +24,488.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling