+36.6%
GH vs RY
+122.0%
-85.4%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -0.4% |
| 7D | -15.6% | -0.9% | -14.7% | -14.9% |
| 30D | -10.4% | +5.9% | -16.2% | -15.4% |
| 3M | -4.3% | -4.3% | 0.0% | -0.6% |
| 6M | +63.5% | +12.1% | +51.4% | +44.0% |
| YTD | +47.7% | +20.3% | +27.4% | +20.2% |
| 1Y | +56.7% | +41.0% | +15.7% | +7.0% |
| 3Y | +443.9% | +157.5% | +286.3% | +82.8% |
| All | +36.6% | +122.0% | -85.4% | -45.4% |
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