+153.0%
GE vs RY
+371.9%
-218.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.7% |
| 7D | -1.6% | +3.1% | -4.7% | -4.4% |
| 30D | -11.6% | -0.3% | -11.2% | -11.3% |
| 3M | +3.0% | +8.7% | -5.6% | -4.6% |
| 6M | -0.5% | +28.5% | -29.1% | -20.6% |
| YTD | +9.7% | +25.1% | -15.4% | -10.5% |
| 1Y | +20.0% | +46.3% | -26.3% | -15.3% |
| 3Y | +275.8% | +154.9% | +120.9% | +53.8% |
| 5Y | +429.1% | +140.3% | +288.8% | +127.4% |
| All | +153.0% | +371.9% | -218.8% | -36.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling