-10.3%
GFS vs RY
+124.1%
-134.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.6% |
| 7D | +7.4% | +0.6% | +6.8% | +6.9% |
| 30D | -15.3% | +5.0% | -20.3% | -18.9% |
| 3M | -21.1% | -5.3% | -15.8% | -17.1% |
| 6M | -44.5% | +13.8% | -58.3% | -50.6% |
| YTD | +19.2% | +21.0% | -1.7% | -0.2% |
| 1Y | +27.2% | +40.5% | -13.3% | -7.3% |
| 3Y | -20.1% | +159.7% | -179.8% | -67.6% |
| 5Y | -25.6% | +124.3% | -149.9% | -61.6% |
| All | -10.3% | +124.1% | -134.4% | -53.7% |
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