+239.5%
GME vs RY
+371.6%
-132.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.7% | -0.9% |
| 7D | +0.4% | +2.7% | -2.3% | -1.5% |
| 30D | -1.4% | -1.0% | -0.4% | -0.8% |
| 3M | -15.1% | +7.6% | -22.8% | -20.0% |
| 6M | -22.5% | +29.5% | -51.9% | -36.5% |
| YTD | -5.9% | +24.2% | -30.1% | -20.7% |
| 1Y | -18.6% | +46.4% | -65.0% | -39.6% |
| 3Y | +6.7% | +159.4% | -152.8% | -48.2% |
| 5Y | -62.0% | +141.8% | -203.8% | -80.3% |
| 10Y | +239.5% | +373.9% | -134.4% | +6.5% |
| All | +239.5% | +371.6% | -132.2% | +6.5% |
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