+310.1%
GDX vs RY
+367.8%
-57.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.5% | +2.9% | +3.7% |
| 7D | +15.6% | -0.2% | +15.7% | +15.7% |
| 30D | +2.4% | +7.1% | -4.6% | -0.5% |
| 3M | +1.7% | -2.7% | +4.4% | +2.9% |
| 6M | -3.3% | +13.8% | -17.1% | -8.6% |
| YTD | +6.6% | +22.1% | -15.4% | -1.9% |
| 1Y | +27.0% | +43.1% | -16.1% | +9.7% |
| 3Y | +243.4% | +163.6% | +79.7% | +134.0% |
| 5Y | +194.2% | +126.2% | +68.0% | +109.8% |
| 10Y | +310.1% | +358.7% | -48.6% | +144.4% |
| All | +310.1% | +367.8% | -57.6% | +144.4% |
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