+25.2%
GPN vs RY
+372.5%
-347.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.6% | -1.8% |
| 7D | -6.2% | -0.5% | -5.7% | -5.8% |
| 30D | +1.0% | -1.9% | +2.9% | +2.6% |
| 3M | +36.9% | +5.1% | +31.8% | +30.3% |
| 6M | +16.8% | +28.2% | -11.4% | -7.1% |
| YTD | +13.2% | +22.9% | -9.6% | -6.6% |
| 1Y | +1.4% | +45.5% | -44.0% | -28.2% |
| 3Y | -28.6% | +156.7% | -185.3% | -70.2% |
| 5Y | -47.0% | +137.7% | -184.7% | -76.3% |
| 10Y | +25.2% | +375.5% | -350.4% | -70.1% |
| All | +25.2% | +372.5% | -347.4% | -70.1% |
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