+12.5%
GAP vs RY
+360.6%
-348.0%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.9% | -2.6% |
| 7D | -3.8% | -0.9% | -2.9% | -2.5% |
| 30D | -9.0% | +5.9% | -14.9% | -14.8% |
| 3M | +5.5% | -4.3% | +9.7% | +10.8% |
| 6M | -11.1% | +12.1% | -23.2% | -23.0% |
| YTD | -13.6% | +20.3% | -33.8% | -31.6% |
| 1Y | -2.9% | +41.0% | -43.9% | -36.7% |
| 3Y | +69.6% | +157.5% | -87.9% | -48.0% |
| 5Y | +5.4% | +123.2% | -117.8% | -61.2% |
| All | +12.5% | +360.6% | -348.0% | -78.6% |
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