-34.7%
GFS vs RY
+122.0%
-156.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.3% | +7.5% | +7.4% |
| 7D | -7.8% | -0.9% | -6.9% | -7.2% |
| 30D | -19.7% | +5.9% | -25.5% | -23.8% |
| 3M | -23.1% | -4.3% | -18.9% | -20.0% |
| 6M | -46.4% | +12.1% | -58.5% | -51.8% |
| YTD | +11.0% | +20.3% | -9.2% | -6.8% |
| 1Y | +12.6% | +41.0% | -28.4% | -18.4% |
| 3Y | -24.9% | +157.5% | -182.5% | -69.5% |
| All | -34.7% | +122.0% | -156.7% | -67.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling