-0.2%
GAP vs RY
+351.8%
-352.1%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -0.8% |
| 7D | -5.2% | -0.5% | -4.6% | -4.5% |
| 30D | -6.9% | +4.7% | -11.7% | -11.7% |
| 3M | +5.7% | -4.5% | +10.2% | +11.5% |
| 6M | +0.9% | +12.5% | -11.6% | -13.0% |
| YTD | -14.5% | +21.1% | -35.6% | -32.9% |
| 1Y | -12.1% | +38.6% | -50.8% | -41.5% |
| 3Y | +72.2% | +160.2% | -88.0% | -47.8% |
| 5Y | +4.5% | +124.7% | -120.2% | -61.8% |
| All | -0.2% | +351.8% | -352.1% | -81.0% |
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