-21.3%
GFS vs RY
+125.7%
-147.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -2.9% | -7.0% | -7.3% |
| 7D | -20.7% | -1.1% | -19.6% | -19.8% |
| 30D | -25.2% | +4.4% | -29.7% | -28.1% |
| 3M | -26.3% | -2.9% | -23.4% | -24.2% |
| 6M | -50.7% | +15.6% | -66.3% | -56.8% |
| YTD | +4.5% | +21.8% | -17.3% | -13.1% |
| 1Y | +2.5% | +42.6% | -40.1% | -26.4% |
| 3Y | -30.9% | +160.9% | -191.8% | -72.1% |
| 5Y | -42.6% | +126.1% | -168.7% | -70.6% |
| All | -21.3% | +125.7% | -147.0% | -59.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling