+1,183.3%
GE vs RY
+11,121.0%
-9,937.8%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.3% | +4.0% | +3.5% |
| 7D | +7.1% | -0.9% | +8.0% | +7.8% |
| 30D | +6.5% | +5.9% | +0.6% | +2.6% |
| 3M | -13.6% | -4.3% | -9.3% | -11.1% |
| 6M | +6.0% | +12.1% | -6.1% | -1.5% |
| YTD | +5.4% | +20.3% | -14.9% | -6.2% |
| 1Y | +6.5% | +41.0% | -34.5% | -14.4% |
| 3Y | +268.6% | +157.5% | +111.1% | +99.7% |
| 5Y | +389.0% | +123.2% | +265.9% | +190.7% |
| 10Y | +163.3% | +365.7% | -202.4% | +3.0% |
| All | +1,183.3% | +11,121.0% | -9,937.8% | +20.7% |
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