-11.1%
GAP vs RY
+13.2%
-24.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.9% | -3.2% |
| 7D | -3.8% | -0.9% | -2.9% | -2.6% |
| 30D | -9.0% | +5.9% | -14.9% | -11.0% |
| 3M | +5.5% | -4.3% | +9.7% | +9.1% |
| 6M | -11.1% | +12.1% | -23.2% | -26.8% |
| All | -11.1% | +13.2% | -24.2% | -26.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling