+251.0%
GM vs RY
+594.8%
-343.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.3% | -0.2% |
| 7D | -3.8% | -3.0% | -0.8% | -1.2% |
| 30D | +7.9% | +6.3% | +1.7% | +2.3% |
| 3M | -0.3% | -2.6% | +2.3% | +1.7% |
| 6M | +18.6% | +13.9% | +4.6% | +5.1% |
| YTD | +10.0% | +21.7% | -11.6% | -7.9% |
| 1Y | +25.9% | +40.4% | -14.5% | -7.2% |
| 3Y | +241.2% | +161.3% | +79.9% | +43.6% |
| 5Y | +50.0% | +126.5% | -76.4% | -27.7% |
| 10Y | +215.1% | +354.3% | -139.3% | -10.9% |
| All | +251.0% | +594.8% | -343.8% | -29.9% |
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