+258.1%
GDX vs BNS
+127.2%
+131.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.6% |
| 7D | +1.9% | -1.3% | +3.2% | +2.8% |
| 30D | +9.9% | +4.0% | +5.9% | +6.9% |
| 3M | +28.2% | +13.8% | +14.4% | +17.2% |
| 6M | -2.9% | +32.7% | -35.6% | -19.4% |
| YTD | +16.0% | +27.6% | -11.6% | -1.3% |
| 1Y | +49.9% | +47.4% | +2.5% | +17.9% |
| All | +258.1% | +127.2% | +131.0% | +130.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling