+319.2%
GDX vs RY
+354.4%
-35.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.5% |
| 7D | +11.5% | -0.6% | +12.0% | +11.8% |
| 30D | -3.1% | +6.1% | -9.3% | -5.6% |
| 3M | -4.4% | -3.4% | -1.1% | -3.0% |
| 6M | -8.6% | +12.8% | -21.4% | -13.2% |
| YTD | +0.8% | +21.0% | -20.2% | -6.9% |
| 1Y | +14.7% | +40.5% | -25.8% | -0.3% |
| 3Y | +228.8% | +159.9% | +68.9% | +124.9% |
| 5Y | +173.4% | +125.0% | +48.4% | +95.2% |
| 10Y | +319.2% | +350.6% | -31.3% | +146.6% |
| All | +319.2% | +354.4% | -35.1% | +146.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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