+514.9%
GEV vs RY
+119.6%
+395.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.7% |
| 7D | +3.7% | +0.6% | +3.2% | +3.3% |
| 30D | -14.7% | +5.0% | -19.7% | -18.3% |
| 3M | -23.4% | -5.3% | -18.1% | -19.7% |
| 6M | -24.3% | +13.8% | -38.2% | -32.8% |
| YTD | +23.2% | +21.0% | +2.2% | +2.9% |
| 1Y | +44.2% | +40.5% | +3.7% | +5.9% |
| All | +514.9% | +119.6% | +395.3% | +226.1% |
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