+558.6%
GFI vs RY
+11,253.8%
-10,695.2%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.7% |
| 7D | +2.2% | -3.0% | +5.2% | +3.1% |
| 30D | +2.2% | +6.3% | -4.1% | +0.3% |
| 3M | -4.6% | -2.6% | -2.0% | -3.8% |
| 6M | -16.7% | +13.9% | -30.7% | -19.9% |
| YTD | -9.5% | +21.7% | -31.1% | -14.4% |
| 1Y | -6.8% | +40.4% | -47.3% | -15.6% |
| 3Y | +223.7% | +161.3% | +62.4% | +143.4% |
| 5Y | +321.8% | +126.5% | +195.3% | +228.9% |
| 10Y | +1,354.1% | +354.3% | +999.8% | +808.4% |
| All | +558.6% | +11,253.8% | -10,695.2% | +170.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling