-2.4%
GFS vs RY
+131.8%
-134.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +2.2% |
| 7D | +1.0% | +3.1% | -2.1% | -1.8% |
| 30D | -8.6% | -0.3% | -8.3% | -8.3% |
| 3M | -46.5% | +8.7% | -55.2% | -50.5% |
| 6M | -4.8% | +28.5% | -33.4% | -24.2% |
| YTD | +29.7% | +25.1% | +4.5% | +5.2% |
| 1Y | +35.8% | +46.3% | -10.5% | -4.6% |
| 3Y | -18.3% | +154.9% | -173.3% | -66.2% |
| All | -2.4% | +131.8% | -134.2% | -51.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling