-38.1%
GLXY vs RY
+66.5%
-104.6%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.6% | +2.7% | +2.3% |
| 7D | -16.2% | -0.6% | -15.6% | -16.3% |
| 30D | -30.6% | +6.1% | -36.7% | -37.8% |
| 3M | -27.7% | -3.4% | -24.3% | -24.1% |
| 6M | -53.3% | +12.8% | -66.1% | -63.5% |
| YTD | -36.9% | +21.0% | -57.9% | -56.3% |
| 1Y | -55.6% | +40.5% | -96.1% | -75.4% |
| All | -38.1% | +66.5% | -104.6% | -73.2% |
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