-30.4%
GIS vs RY
+122.0%
-152.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.3% | -1.3% | -2.4% |
| 7D | +3.6% | -0.9% | +4.5% | +3.7% |
| 30D | +13.9% | +5.9% | +8.0% | +12.8% |
| 3M | +0.3% | -4.3% | +4.6% | +1.0% |
| 6M | +5.0% | +12.1% | -7.2% | +2.5% |
| YTD | -18.4% | +20.3% | -38.6% | -21.4% |
| 1Y | -17.4% | +41.0% | -58.4% | -23.1% |
| 3Y | -36.9% | +157.5% | -194.5% | -48.5% |
| All | -30.4% | +122.0% | -152.4% | -41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling