+326.3%
GDX vs RY
+351.1%
-24.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | -0.1% | -0.2% |
| 7D | -6.8% | +0.6% | -7.4% | -7.0% |
| 30D | -2.1% | +5.0% | -7.1% | -4.1% |
| 3M | -7.5% | -5.3% | -2.2% | -5.2% |
| 6M | -15.2% | +13.8% | -29.0% | -19.8% |
| YTD | -4.8% | +21.0% | -25.8% | -12.0% |
| 1Y | +6.7% | +40.5% | -33.8% | -7.1% |
| 3Y | +212.7% | +159.7% | +53.1% | +114.3% |
| 5Y | +151.7% | +124.3% | +27.3% | +80.1% |
| All | +326.3% | +351.1% | -24.8% | +158.4% |
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