+1,233.3%
GFI vs RY
+351.1%
+882.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | -8.7% | +0.6% | -9.3% | -8.9% |
| 30D | +0.6% | +5.0% | -4.4% | -1.1% |
| 3M | -7.5% | -5.3% | -2.2% | -5.6% |
| 6M | -18.3% | +13.8% | -32.2% | -21.9% |
| YTD | -13.8% | +21.0% | -34.7% | -19.1% |
| 1Y | -8.8% | +40.5% | -49.3% | -18.4% |
| 3Y | +215.8% | +159.7% | +56.2% | +133.2% |
| 5Y | +301.2% | +124.3% | +176.9% | +204.4% |
| All | +1,233.3% | +351.1% | +882.2% | +771.2% |
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