+364.4%
GDDY vs RY
+435.8%
-71.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.8% | -7.6% | -7.9% |
| 7D | -7.6% | +2.7% | -10.3% | -9.0% |
| 30D | +2.0% | -1.0% | +3.0% | +2.5% |
| 3M | +15.1% | +7.6% | +7.4% | +9.8% |
| 6M | -1.1% | +29.5% | -30.6% | -15.8% |
| YTD | -25.1% | +24.2% | -49.3% | -35.0% |
| 1Y | -37.3% | +46.4% | -83.7% | -50.9% |
| 3Y | +24.5% | +159.4% | -134.9% | -33.1% |
| 5Y | +23.5% | +141.8% | -118.3% | -31.3% |
| 10Y | +185.0% | +373.9% | -188.9% | +2.3% |
| All | +364.4% | +435.8% | -71.4% | +88.0% |
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