+123.2%
GLW vs RY
+46.1%
+77.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.7% | +6.4% | +6.6% |
| 7D | +3.8% | +3.1% | +0.7% | -0.7% |
| 30D | -1.3% | -0.3% | -1.0% | -0.7% |
| 3M | -21.8% | +8.7% | -30.5% | -31.7% |
| 6M | +6.9% | +28.5% | -21.6% | -29.0% |
| YTD | +77.2% | +25.1% | +52.0% | +21.2% |
| 1Y | +123.2% | +46.3% | +77.0% | +37.5% |
| All | +123.2% | +46.1% | +77.2% | +37.5% |
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