+54.9%
GD vs RY
+158.9%
-104.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.9% | +0.5% | -1.4% |
| 7D | -3.9% | -1.1% | -2.8% | -3.6% |
| 30D | +8.1% | +4.4% | +3.6% | +6.4% |
| 3M | -6.8% | -2.9% | -3.8% | -5.9% |
| 6M | +3.0% | +15.6% | -12.6% | -2.7% |
| YTD | +7.8% | +21.8% | -14.1% | -0.4% |
| 1Y | +5.8% | +42.6% | -36.8% | -8.2% |
| All | +54.9% | +158.9% | -104.0% | +12.9% |
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