+643.2%
GEV vs RY
+125.4%
+517.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.8% | +3.9% | +3.8% |
| 7D | +8.1% | +2.7% | +5.4% | +5.5% |
| 30D | -1.9% | -1.0% | -0.9% | -1.0% |
| 3M | +4.1% | +7.6% | -3.6% | -2.7% |
| 6M | +23.2% | +29.5% | -6.3% | -2.6% |
| YTD | +48.9% | +24.2% | +24.7% | +21.8% |
| 1Y | +62.2% | +46.4% | +15.8% | +15.1% |
| All | +643.2% | +125.4% | +517.8% | +285.7% |
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 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