+215.1%
GDXJ vs BNS
+188.9%
+26.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.7% |
| 7D | -2.8% | -0.4% | -2.4% | -2.6% |
| 30D | +5.0% | +3.5% | +1.5% | +3.0% |
| 3M | +24.1% | +14.1% | +10.0% | +16.2% |
| 6M | -7.4% | +33.8% | -41.1% | -19.3% |
| YTD | +10.2% | +29.5% | -19.2% | -2.3% |
| 1Y | +42.5% | +48.4% | -5.9% | +18.8% |
| 3Y | +285.7% | +129.6% | +156.1% | +165.0% |
| 5Y | +231.9% | +96.1% | +135.8% | +140.6% |
| All | +215.1% | +188.9% | +26.2% | +75.1% |
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