+250.2%
GM vs RY
+591.0%
-340.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.6% | +2.3% | +2.4% |
| 7D | +0.4% | -0.6% | +1.0% | +1.0% |
| 30D | +7.2% | +6.1% | +1.1% | +1.7% |
| 3M | +1.0% | -3.4% | +4.4% | +3.8% |
| 6M | +13.0% | +12.8% | +0.2% | +1.1% |
| YTD | +9.8% | +21.0% | -11.2% | -7.7% |
| 1Y | +25.9% | +40.5% | -14.6% | -7.2% |
| 3Y | +240.4% | +159.9% | +80.5% | +44.0% |
| 5Y | +56.1% | +125.0% | -68.8% | -24.3% |
| 10Y | +226.7% | +350.6% | -123.9% | -7.0% |
| All | +250.2% | +591.0% | -340.9% | -29.8% |
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 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