+79.8%
GDXJ vs BNS
+341.0%
-261.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.8% |
| 7D | +0.9% | -1.3% | +2.2% | +1.7% |
| 30D | +8.8% | +4.0% | +4.8% | +6.2% |
| 3M | +29.8% | +13.8% | +16.1% | +20.7% |
| 6M | -5.8% | +32.7% | -38.5% | -19.2% |
| YTD | +13.6% | +27.6% | -14.0% | -0.3% |
| 1Y | +54.5% | +47.4% | +7.1% | +25.6% |
| 3Y | +301.4% | +129.0% | +172.4% | +157.5% |
| 5Y | +236.3% | +92.7% | +143.6% | +133.7% |
| 10Y | +240.1% | +182.1% | +58.0% | +85.7% |
| All | +79.8% | +341.0% | -261.1% | -38.6% |
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