+285.7%
GDXJ vs BNS
+130.5%
+155.2%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.6% |
| 7D | -2.8% | -0.4% | -2.4% | -2.5% |
| 30D | +5.0% | +3.5% | +1.5% | +2.0% |
| 3M | +24.1% | +14.1% | +10.0% | +11.4% |
| 6M | -7.4% | +33.8% | -41.1% | -26.1% |
| YTD | +10.2% | +29.5% | -19.2% | -9.8% |
| 1Y | +42.5% | +48.4% | -5.9% | +6.8% |
| 3Y | +285.7% | +129.6% | +156.1% | +124.1% |
| All | +285.7% | +130.5% | +155.2% | +124.1% |
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 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