+256.9%
GDXJ vs RY
+355.6%
-98.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.2% | -2.0% |
| 7D | +0.3% | -3.0% | +3.2% | +2.1% |
| 30D | -7.4% | +6.3% | -13.7% | -10.7% |
| 3M | -11.9% | -2.6% | -9.3% | -10.5% |
| 6M | -19.3% | +13.9% | -33.2% | -25.5% |
| YTD | -8.1% | +21.7% | -29.8% | -18.0% |
| 1Y | +9.1% | +40.4% | -31.4% | -10.4% |
| 3Y | +236.2% | +161.3% | +74.9% | +93.4% |
| 5Y | +136.3% | +126.5% | +9.9% | +46.2% |
| 10Y | +256.9% | +354.3% | -97.4% | +66.3% |
| All | +256.9% | +355.6% | -98.7% | +66.3% |
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 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