+158.6%
GE vs RY
+355.6%
-197.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.9% | +0.9% |
| 7D | +4.0% | -3.0% | +7.0% | +7.0% |
| 30D | +11.1% | +6.3% | +4.8% | +5.1% |
| 3M | -6.7% | -2.6% | -4.1% | -4.5% |
| 6M | +14.3% | +13.9% | +0.3% | +1.3% |
| YTD | +11.7% | +21.7% | -9.9% | -6.6% |
| 1Y | +10.9% | +40.4% | -29.5% | -18.7% |
| 3Y | +279.0% | +161.3% | +117.7% | +51.3% |
| 5Y | +427.0% | +126.5% | +300.5% | +139.6% |
| 10Y | +158.6% | +354.3% | -195.8% | -28.9% |
| All | +158.6% | +355.6% | -197.1% | -28.9% |
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 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