+233.7%
GDXJ vs RY
+354.4%
-120.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -2.0% | -1.7% |
| 7D | +11.8% | -0.6% | +12.4% | +12.2% |
| 30D | -7.1% | +6.1% | -13.2% | -10.4% |
| 3M | -10.5% | -3.4% | -7.1% | -8.6% |
| 6M | -15.5% | +12.8% | -28.3% | -21.5% |
| YTD | -6.6% | +21.0% | -27.6% | -16.4% |
| 1Y | +11.3% | +40.5% | -29.1% | -8.5% |
| 3Y | +242.0% | +159.9% | +82.1% | +97.2% |
| 5Y | +147.7% | +125.0% | +22.7% | +53.7% |
| 10Y | +233.7% | +350.6% | -116.9% | +51.7% |
| All | +233.7% | +354.4% | -120.7% | +51.7% |
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