+1,025.1%
GFI vs RY
+377.5%
+647.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.7% |
| 7D | -5.1% | -2.9% | -2.3% | -4.1% |
| 30D | +13.4% | -2.0% | +15.5% | +14.2% |
| 3M | +36.2% | +4.9% | +31.4% | +33.8% |
| 6M | -9.8% | +26.1% | -36.0% | -16.9% |
| YTD | +7.7% | +22.4% | -14.7% | +0.4% |
| 1Y | +27.2% | +44.7% | -17.6% | +12.4% |
| 3Y | +300.3% | +155.7% | +144.6% | +193.9% |
| 5Y | +539.8% | +137.7% | +402.1% | +374.7% |
| All | +1,025.1% | +377.5% | +647.7% | +509.6% |
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