+188.7%
GD vs RY
+373.9%
-185.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.4% |
| 7D | -5.3% | +3.1% | -8.4% | -7.0% |
| 30D | -6.4% | -0.3% | -6.1% | -6.4% |
| 3M | +5.7% | +8.7% | -3.0% | +0.2% |
| 6M | -0.9% | +28.5% | -29.5% | -15.4% |
| YTD | +8.2% | +25.1% | -17.0% | -6.2% |
| 1Y | +13.4% | +46.3% | -32.9% | -10.7% |
| 3Y | +68.5% | +154.9% | -86.4% | -8.2% |
| 5Y | +97.2% | +140.3% | -43.1% | +9.6% |
| All | +188.7% | +373.9% | -185.3% | +5.2% |
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