+169.7%
GDX vs RY
+953.0%
-783.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.0% | -1.7% |
| 7D | +0.7% | -3.0% | +3.7% | +1.9% |
| 30D | -3.8% | +6.3% | -10.0% | -6.1% |
| 3M | -5.4% | -2.6% | -2.9% | -4.4% |
| 6M | -12.7% | +13.9% | -26.6% | -17.3% |
| YTD | -0.7% | +21.7% | -22.3% | -8.1% |
| 1Y | +11.9% | +40.4% | -28.6% | -2.3% |
| 3Y | +223.9% | +161.3% | +62.6% | +120.5% |
| 5Y | +163.2% | +126.5% | +36.7% | +88.8% |
| 10Y | +349.2% | +354.3% | -5.2% | +139.5% |
| All | +169.7% | +953.0% | -783.3% | -9.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling