-7.8%
GFS vs RY
+124.5%
-132.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.1% |
| 7D | +17.2% | -0.5% | +17.8% | +17.8% |
| 30D | -8.7% | +4.7% | -13.5% | -12.5% |
| 3M | -19.7% | -4.5% | -15.2% | -16.2% |
| 6M | -40.7% | +12.5% | -53.2% | -46.8% |
| YTD | +22.5% | +21.1% | +1.4% | +2.4% |
| 1Y | +25.2% | +38.6% | -13.4% | -7.7% |
| 3Y | -17.7% | +160.2% | -177.8% | -66.7% |
| 5Y | -23.5% | +124.7% | -148.2% | -60.6% |
| All | -7.8% | +124.5% | -132.3% | -52.5% |
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