-4.8%
GFS vs RY
+27.2%
-32.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +2.3% |
| 7D | +1.0% | +3.1% | -2.1% | -2.5% |
| 30D | -8.6% | -0.3% | -8.3% | -8.0% |
| 3M | -46.5% | +8.7% | -55.2% | -52.1% |
| 6M | -4.8% | +28.5% | -33.4% | -35.2% |
| All | -4.8% | +27.2% | -32.0% | -35.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling