+2,114.4%
GNRC vs RY
+647.1%
+1,467.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +2.9% |
| 7D | +1.9% | +3.1% | -1.2% | -0.6% |
| 30D | -13.8% | -0.3% | -13.5% | -13.6% |
| 3M | -32.6% | +8.7% | -41.3% | -37.2% |
| 6M | -15.2% | +28.5% | -43.7% | -30.9% |
| YTD | +37.4% | +25.1% | +12.3% | +14.2% |
| 1Y | +5.1% | +46.3% | -41.1% | -22.7% |
| 3Y | +57.5% | +154.9% | -97.4% | -26.2% |
| 5Y | -58.7% | +140.3% | -199.0% | -79.3% |
| 10Y | +395.5% | +377.0% | +18.5% | +49.6% |
| All | +2,114.4% | +647.1% | +1,467.2% | +385.5% |
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 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