+211.5%
GDX vs BNS
+511.7%
-300.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.2% | -0.4% |
| 7D | +4.0% | +1.8% | +2.1% | +3.3% |
| 30D | +9.5% | +4.5% | +5.0% | +7.5% |
| 3M | +25.1% | +15.8% | +9.3% | +18.0% |
| 6M | -2.9% | +31.5% | -34.4% | -12.6% |
| YTD | +14.7% | +28.6% | -13.9% | +4.3% |
| 1Y | +47.4% | +48.2% | -0.8% | +26.9% |
| 3Y | +259.7% | +130.8% | +128.9% | +161.3% |
| 5Y | +227.7% | +94.9% | +132.8% | +151.3% |
| 10Y | +289.0% | +179.6% | +109.4% | +150.0% |
| All | +211.5% | +511.7% | -300.2% | +29.8% |
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 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