+185.4%
GDX vs RY
+122.0%
+63.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.4% | +3.0% |
| 7D | +13.6% | -0.9% | +14.5% | +14.4% |
| 30D | +2.5% | +5.9% | -3.4% | -1.3% |
| 3M | +4.4% | -4.3% | +8.7% | +7.4% |
| 6M | -5.2% | +12.1% | -17.4% | -12.5% |
| YTD | +2.1% | +20.3% | -18.1% | -9.8% |
| 1Y | +24.7% | +41.0% | -16.3% | -0.2% |
| 3Y | +211.3% | +157.5% | +53.7% | +67.9% |
| All | +185.4% | +122.0% | +63.4% | +58.9% |
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