+313.5%
GFI vs RY
+159.6%
+154.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.3% | 0.0% |
| 7D | +5.7% | +2.7% | +3.0% | +4.0% |
| 30D | +15.6% | -1.0% | +16.6% | +16.2% |
| 3M | +31.5% | +7.6% | +23.9% | +25.1% |
| 6M | -3.7% | +29.5% | -33.2% | -17.9% |
| YTD | +11.2% | +24.2% | -12.9% | -3.0% |
| 1Y | +36.4% | +46.4% | -10.0% | +10.1% |
| 3Y | +313.5% | +159.4% | +154.1% | +136.8% |
| All | +313.5% | +159.6% | +154.0% | +136.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling