+5,046.0%
GD vs RY
+11,602.4%
-6,556.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.0% | -5.6% | -3.7% |
| 7D | +3.0% | +2.5% | +0.5% | +2.0% |
| 30D | +10.5% | +8.4% | +2.1% | +7.0% |
| 3M | -5.0% | +1.2% | -6.2% | -5.6% |
| 6M | +5.5% | +19.4% | -13.9% | -1.8% |
| YTD | +10.3% | +25.4% | -15.1% | +0.6% |
| 1Y | +8.2% | +46.7% | -38.5% | -7.3% |
| 3Y | +59.0% | +168.6% | -109.6% | +7.1% |
| 5Y | +104.3% | +132.3% | -28.0% | +44.6% |
| 10Y | +202.4% | +385.7% | -183.2% | +63.7% |
| All | +5,046.0% | +11,602.4% | -6,556.4% | +1,330.2% |
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 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