+393.1%
GH vs RY
+241.9%
+151.2%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.5% | +3.8% | +4.1% |
| 7D | -7.0% | -0.2% | -6.8% | -6.8% |
| 30D | -5.2% | +7.1% | -12.2% | -9.8% |
| 3M | -5.8% | -2.7% | -3.1% | -4.2% |
| 6M | +65.9% | +13.8% | +52.2% | +50.5% |
| YTD | +55.5% | +22.1% | +33.4% | +33.5% |
| 1Y | +64.2% | +43.1% | +21.1% | +25.1% |
| 3Y | +606.0% | +163.6% | +442.4% | +244.6% |
| 5Y | +47.3% | +126.2% | -78.9% | -19.4% |
| All | +393.1% | +241.9% | +151.2% | +137.2% |
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 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