+158.4%
GDX vs BNS
+515.2%
-356.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -6.8% | +0.9% | -7.7% | -7.1% |
| 30D | -2.1% | +2.8% | -4.9% | -3.1% |
| 3M | -7.5% | +3.0% | -10.5% | -8.6% |
| 6M | -15.2% | +23.3% | -38.4% | -21.8% |
| YTD | -4.8% | +29.3% | -34.2% | -13.6% |
| 1Y | +6.7% | +41.7% | -35.0% | -6.5% |
| 3Y | +212.7% | +147.7% | +65.0% | +121.7% |
| 5Y | +151.7% | +79.4% | +72.3% | +99.0% |
| 10Y | +330.3% | +188.5% | +141.8% | +172.8% |
| All | +158.4% | +515.2% | -356.8% | +7.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling