+712.7%
GFI vs RY
+11,573.6%
-10,860.9%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.4% |
| 7D | +3.1% | +3.1% | 0.0% | +2.2% |
| 30D | +27.1% | -0.3% | +27.4% | +27.2% |
| 3M | +21.2% | +8.7% | +12.5% | +18.1% |
| 6M | -4.5% | +28.5% | -33.0% | -11.4% |
| YTD | +11.7% | +25.1% | -13.4% | +4.6% |
| 1Y | +46.0% | +46.3% | -0.2% | +30.6% |
| 3Y | +309.6% | +154.9% | +154.6% | +209.6% |
| 5Y | +506.0% | +140.3% | +365.7% | +363.8% |
| 10Y | +1,009.2% | +377.0% | +632.2% | +582.5% |
| All | +712.7% | +11,573.6% | -10,860.9% | +231.1% |
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