+4,944.3%
GD vs RY
+11,573.6%
-6,629.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.5% |
| 7D | -5.3% | +3.1% | -8.4% | -6.4% |
| 30D | -6.4% | -0.3% | -6.1% | -6.4% |
| 3M | +5.7% | +8.7% | -3.0% | +2.2% |
| 6M | -0.9% | +28.5% | -29.5% | -10.4% |
| YTD | +8.2% | +25.1% | -17.0% | -1.2% |
| 1Y | +13.4% | +46.3% | -32.9% | -2.6% |
| 3Y | +68.5% | +154.9% | -86.4% | +15.8% |
| 5Y | +97.2% | +140.3% | -43.1% | +37.8% |
| 10Y | +190.2% | +377.0% | -186.9% | +58.2% |
| All | +4,944.3% | +11,573.6% | -6,629.3% | +1,304.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling