+228.9%
GDX vs RY
+140.8%
+88.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -1.7% |
| 7D | -0.4% | +3.1% | -3.5% | -2.3% |
| 30D | +18.6% | -0.3% | +18.9% | +18.7% |
| 3M | +14.9% | +8.7% | +6.2% | +8.3% |
| 6M | -6.3% | +28.5% | -34.8% | -20.7% |
| YTD | +15.7% | +25.1% | -9.4% | -0.4% |
| 1Y | +54.8% | +46.3% | +8.6% | +21.0% |
| 3Y | +253.4% | +154.9% | +98.5% | +92.7% |
| All | +228.9% | +140.8% | +88.1% | +78.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling