-32.4%
GIS vs RY
+159.8%
-192.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.4% |
| 7D | -7.8% | +3.1% | -11.0% | -8.2% |
| 30D | +6.6% | -0.3% | +6.9% | +6.6% |
| 3M | +21.0% | +8.7% | +12.3% | +19.4% |
| 6M | -9.1% | +28.5% | -37.6% | -12.7% |
| YTD | -13.6% | +25.1% | -38.7% | -16.7% |
| 1Y | -18.0% | +46.3% | -64.3% | -23.4% |
| All | -32.4% | +159.8% | -192.1% | -43.1% |
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