+163.2%
GDX vs RY
+126.4%
+36.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.0% | -1.9% |
| 7D | +0.7% | -3.0% | +3.7% | +2.7% |
| 30D | -3.8% | +6.3% | -10.0% | -7.6% |
| 3M | -5.4% | -2.6% | -2.9% | -3.9% |
| 6M | -12.7% | +13.9% | -26.6% | -20.3% |
| YTD | -0.7% | +21.7% | -22.3% | -13.0% |
| 1Y | +11.9% | +40.4% | -28.6% | -10.3% |
| 3Y | +223.9% | +161.3% | +62.6% | +72.8% |
| 5Y | +163.2% | +126.5% | +36.7% | +44.6% |
| All | +163.2% | +126.4% | +36.7% | +44.6% |
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 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