+436.6%
GE vs RY
+140.8%
+295.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.6% |
| 7D | -1.6% | +3.1% | -4.7% | -3.9% |
| 30D | -11.6% | -0.3% | -11.2% | -11.4% |
| 3M | +3.0% | +8.7% | -5.6% | -3.3% |
| 6M | -0.5% | +28.5% | -29.1% | -17.3% |
| YTD | +9.7% | +25.1% | -15.4% | -7.2% |
| 1Y | +20.0% | +46.3% | -26.3% | -9.5% |
| 3Y | +275.8% | +154.9% | +120.9% | +81.2% |
| All | +436.6% | +140.8% | +295.8% | +169.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling