-20.0%
GIS vs RY
+41.3%
-61.3%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -2.6% |
| 7D | +1.5% | -0.6% | +2.1% | +1.5% |
| 30D | +9.2% | +6.1% | +3.1% | +9.5% |
| 3M | -5.4% | -3.4% | -2.0% | -5.7% |
| 6M | +3.4% | +12.8% | -9.4% | +3.4% |
| YTD | -20.5% | +21.0% | -41.5% | -20.0% |
| 1Y | -20.0% | +40.5% | -60.4% | -19.5% |
| All | -20.0% | +41.3% | -61.3% | -19.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling