+38.2%
GLW vs RY
+41.1%
-2.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.6% | +6.9% | +6.6% |
| 7D | +1.4% | -3.0% | +4.4% | +6.3% |
| 30D | -18.2% | +6.3% | -24.5% | -24.8% |
| 3M | -24.2% | -2.6% | -21.6% | -20.8% |
| 6M | -41.7% | +13.9% | -55.7% | -54.1% |
| YTD | +38.3% | +21.7% | +16.6% | -5.9% |
| 1Y | +38.2% | +40.4% | -2.3% | -22.6% |
| All | +38.2% | +41.1% | -2.9% | -22.6% |
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