+240.1%
GDXJ vs RY
+372.5%
-132.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.4% | +2.0% |
| 7D | +0.9% | -0.5% | +1.4% | +1.3% |
| 30D | +8.8% | -1.9% | +10.7% | +9.9% |
| 3M | +29.8% | +5.1% | +24.7% | +25.7% |
| 6M | -5.8% | +28.2% | -34.0% | -18.8% |
| YTD | +13.6% | +22.9% | -9.3% | +0.5% |
| 1Y | +54.5% | +45.5% | +9.0% | +24.0% |
| 3Y | +301.4% | +156.7% | +144.7% | +131.4% |
| 5Y | +236.3% | +137.7% | +98.6% | +101.8% |
| 10Y | +240.1% | +375.5% | -135.4% | +33.1% |
| All | +240.1% | +372.5% | -132.5% | +33.1% |
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