+159.7%
GILD vs RY
+377.3%
-217.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.7% | -0.7% |
| 7D | -4.8% | -2.2% | -2.6% | -4.1% |
| 30D | +5.8% | -3.6% | +9.3% | +6.9% |
| 3M | +14.9% | +3.9% | +11.0% | +13.2% |
| 6M | -0.4% | +26.4% | -26.7% | -8.1% |
| YTD | +18.5% | +22.3% | -3.8% | +10.4% |
| 1Y | +25.1% | +43.7% | -18.6% | +10.3% |
| 3Y | +105.9% | +154.0% | -48.1% | +48.5% |
| 5Y | +143.0% | +137.6% | +5.4% | +77.8% |
| All | +159.7% | +377.3% | -217.6% | +49.6% |
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