+233.0%
GM vs RY
+377.5%
-144.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +3.2% |
| 7D | -1.1% | -2.9% | +1.8% | +1.9% |
| 30D | -3.4% | -2.0% | -1.4% | -1.7% |
| 3M | +8.7% | +4.9% | +3.8% | +2.9% |
| 6M | +15.4% | +26.1% | -10.7% | -9.3% |
| YTD | +6.6% | +22.4% | -15.8% | -13.7% |
| 1Y | +51.5% | +44.7% | +6.7% | +3.2% |
| 3Y | +169.3% | +155.7% | +13.7% | +0.1% |
| 5Y | +81.6% | +137.7% | -56.1% | -26.7% |
| All | +233.0% | +377.5% | -144.5% | -24.8% |
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