-24.9%
GFS vs RY
+155.6%
-180.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.3% | +7.5% | +7.3% |
| 7D | -7.8% | -0.9% | -6.9% | -7.2% |
| 30D | -19.7% | +5.9% | -25.5% | -23.5% |
| 3M | -23.1% | -4.3% | -18.9% | -20.1% |
| 6M | -46.4% | +12.1% | -58.5% | -51.3% |
| YTD | +11.0% | +20.3% | -9.2% | -5.8% |
| 1Y | +12.6% | +41.0% | -28.4% | -17.0% |
| 3Y | -24.9% | +157.5% | -182.5% | -64.5% |
| All | -24.9% | +155.6% | -180.5% | -64.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling