+105.9%
GILD vs RY
+154.6%
-48.7%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.7% | -0.7% |
| 7D | -4.8% | -2.2% | -2.6% | -4.3% |
| 30D | +5.8% | -3.6% | +9.3% | +6.7% |
| 3M | +14.9% | +3.9% | +11.0% | +13.4% |
| 6M | -0.4% | +26.4% | -26.7% | -7.3% |
| YTD | +18.5% | +22.3% | -3.8% | +11.1% |
| 1Y | +25.1% | +43.7% | -18.6% | +11.3% |
| 3Y | +105.9% | +154.0% | -48.1% | +47.2% |
| All | +105.9% | +154.6% | -48.7% | +47.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling