+296.0%
GDX vs BNS
+188.9%
+107.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.5% | +0.9% |
| 7D | -2.2% | -0.4% | -1.8% | -2.1% |
| 30D | +6.8% | +3.5% | +3.3% | +5.4% |
| 3M | +24.9% | +14.1% | +10.9% | +19.5% |
| 6M | -4.2% | +33.8% | -38.0% | -12.7% |
| YTD | +13.2% | +29.5% | -16.2% | +4.2% |
| 1Y | +40.2% | +48.4% | -8.2% | +24.0% |
| 3Y | +249.6% | +129.6% | +120.0% | +173.0% |
| 5Y | +230.4% | +96.1% | +134.3% | +165.0% |
| All | +296.0% | +188.9% | +107.1% | +168.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling