+82.8%
GM vs RY
+140.3%
-57.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.5% | -1.5% |
| 7D | +0.4% | +2.7% | -2.3% | -2.1% |
| 30D | -1.8% | -1.0% | -0.9% | -1.2% |
| 3M | +2.6% | +7.6% | -5.0% | -4.9% |
| 6M | +14.6% | +29.5% | -14.9% | -11.1% |
| YTD | +6.2% | +24.2% | -18.0% | -14.3% |
| 1Y | +48.7% | +46.4% | +2.3% | +2.4% |
| 3Y | +168.3% | +159.4% | +8.9% | +1.8% |
| 5Y | +82.8% | +141.8% | -59.1% | -26.3% |
| All | +82.8% | +140.3% | -57.5% | -26.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling