+401.3%
GH vs RY
+250.5%
+150.8%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.7% |
| 7D | -0.1% | +3.1% | -3.2% | -2.4% |
| 30D | -1.1% | -0.3% | -0.8% | -1.1% |
| 3M | +21.3% | +8.7% | +12.6% | +13.8% |
| 6M | +73.5% | +28.5% | +45.0% | +43.9% |
| YTD | +58.0% | +25.1% | +32.9% | +33.4% |
| 1Y | +163.1% | +46.3% | +116.8% | +97.1% |
| 3Y | +361.0% | +154.9% | +206.1% | +130.4% |
| 5Y | +22.5% | +140.3% | -117.8% | -35.3% |
| All | +401.3% | +250.5% | +150.8% | +137.1% |
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