+58.6%
GD vs RY
+166.5%
-108.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.0% | -5.6% | -3.6% |
| 7D | +3.0% | +2.5% | +0.5% | +2.1% |
| 30D | +10.5% | +8.4% | +2.1% | +7.5% |
| 3M | -5.0% | +1.2% | -6.2% | -5.5% |
| 6M | +5.5% | +19.4% | -13.9% | -1.4% |
| YTD | +10.3% | +25.4% | -15.1% | +0.9% |
| 1Y | +8.2% | +46.7% | -38.5% | -7.0% |
| All | +58.6% | +166.5% | -108.0% | +14.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling