+493.9%
GLW vs RY
+360.6%
+133.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.3% | +3.9% | +3.7% |
| 7D | -13.9% | -0.9% | -13.0% | -13.2% |
| 30D | -35.0% | +5.9% | -40.8% | -38.1% |
| 3M | -32.4% | -4.3% | -28.1% | -29.6% |
| 6M | -41.3% | +12.1% | -53.5% | -46.9% |
| YTD | +21.8% | +20.3% | +1.6% | +4.7% |
| 1Y | +21.8% | +41.0% | -19.2% | -8.1% |
| 3Y | +307.7% | +157.5% | +150.1% | +81.1% |
| 5Y | +213.7% | +123.2% | +90.5% | +55.8% |
| All | +493.9% | +360.6% | +133.3% | +82.5% |
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