+524.6%
GFI vs RY
+139.4%
+385.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.3% |
| 7D | +4.7% | -0.5% | +5.2% | +5.1% |
| 30D | +14.4% | -1.9% | +16.3% | +15.5% |
| 3M | +32.5% | +5.1% | +27.4% | +28.6% |
| 6M | -7.2% | +28.2% | -35.3% | -19.0% |
| YTD | +10.9% | +22.9% | -12.0% | -1.1% |
| 1Y | +35.5% | +45.5% | -10.0% | +11.5% |
| 3Y | +312.1% | +156.7% | +155.4% | +150.8% |
| 5Y | +524.6% | +137.7% | +386.9% | +270.4% |
| All | +524.6% | +139.4% | +385.2% | +270.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling