-18.5%
GIS vs RY
+371.6%
-390.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.4% |
| 7D | -8.3% | +2.7% | -11.0% | -8.9% |
| 30D | +2.2% | -1.0% | +3.2% | +2.3% |
| 3M | +15.7% | +7.6% | +8.1% | +13.6% |
| 6M | -12.0% | +29.5% | -41.4% | -17.4% |
| YTD | -15.0% | +24.2% | -39.1% | -19.5% |
| 1Y | -20.1% | +46.4% | -66.5% | -27.4% |
| 3Y | -34.6% | +159.4% | -194.0% | -48.9% |
| 5Y | -22.8% | +141.8% | -164.7% | -39.1% |
| 10Y | -18.5% | +373.9% | -392.4% | -50.5% |
| All | -18.5% | +371.6% | -390.1% | -50.5% |
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