+2,298.7%
GLW vs RY
+11,266.1%
-8,967.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -2.9% | -10.0% | -11.1% |
| 7D | -19.7% | -1.1% | -18.6% | -19.1% |
| 30D | -38.8% | +4.4% | -43.2% | -40.4% |
| 3M | -33.9% | -2.9% | -30.9% | -32.5% |
| 6M | -36.0% | +15.6% | -51.5% | -41.3% |
| YTD | +18.7% | +21.8% | -3.1% | +6.0% |
| 1Y | +19.8% | +42.6% | -22.8% | -2.7% |
| 3Y | +294.3% | +160.9% | +133.4% | +119.9% |
| 5Y | +205.7% | +126.1% | +79.7% | +85.4% |
| 10Y | +493.8% | +371.7% | +122.0% | +137.3% |
| All | +2,298.7% | +11,266.1% | -8,967.4% | +211.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling