-3.4%
GAP vs RY
+46.1%
-49.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +1.0% |
| 7D | -4.5% | +3.1% | -7.6% | -6.6% |
| 30D | +9.0% | -0.3% | +9.4% | +9.2% |
| 3M | +5.0% | +8.7% | -3.7% | -3.0% |
| 6M | -17.8% | +28.5% | -46.3% | -34.6% |
| YTD | -10.4% | +25.1% | -35.5% | -28.1% |
| 1Y | -3.4% | +46.3% | -49.7% | -41.8% |
| All | -3.4% | +46.1% | -49.5% | -41.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling