-19.2%
GIS vs RY
+351.8%
-371.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.9% |
| 7D | -8.1% | -0.5% | -7.5% | -8.0% |
| 30D | +5.3% | +4.7% | +0.6% | +4.2% |
| 3M | -10.5% | -4.5% | -6.1% | -9.7% |
| 6M | +1.8% | +12.5% | -10.7% | -1.2% |
| YTD | -22.9% | +21.1% | -44.1% | -26.6% |
| 1Y | -22.9% | +38.6% | -61.6% | -29.0% |
| 3Y | -40.5% | +160.2% | -200.7% | -53.4% |
| 5Y | -34.9% | +124.7% | -159.6% | -47.5% |
| All | -19.2% | +351.8% | -371.0% | -48.6% |
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