+24.8%
GDX vs BNS
+52.0%
-27.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +3.0% | +6.1% | +6.2% |
| 7D | +0.8% | +2.0% | -1.2% | -0.9% |
| 30D | -3.2% | +7.8% | -11.0% | -9.3% |
| 3M | +8.6% | +11.7% | -3.1% | -2.0% |
| 6M | -1.2% | +28.2% | -29.5% | -24.3% |
| YTD | -1.4% | +34.8% | -36.2% | -28.1% |
| 1Y | +24.8% | +51.1% | -26.3% | -14.4% |
| All | +24.8% | +52.0% | -27.2% | -14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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