+321.8%
GFI vs RY
+126.4%
+195.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.9% |
| 7D | +2.2% | -3.0% | +5.2% | +4.0% |
| 30D | +2.2% | +6.3% | -4.1% | -1.3% |
| 3M | -4.6% | -2.6% | -2.0% | -3.2% |
| 6M | -16.7% | +13.9% | -30.7% | -22.7% |
| YTD | -9.5% | +21.7% | -31.1% | -18.7% |
| 1Y | -6.8% | +40.4% | -47.3% | -21.9% |
| 3Y | +223.7% | +161.3% | +62.4% | +95.3% |
| 5Y | +321.8% | +126.5% | +195.3% | +143.8% |
| All | +321.8% | +126.4% | +195.4% | +143.8% |
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 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