-44.8%
GPN vs RY
+140.3%
-185.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.8% | -2.6% | -2.8% |
| 7D | -0.7% | +2.7% | -3.4% | -2.9% |
| 30D | +3.8% | -1.0% | +4.8% | +4.6% |
| 3M | +39.2% | +7.6% | +31.5% | +30.0% |
| 6M | +17.9% | +29.5% | -11.6% | -6.1% |
| YTD | +16.4% | +24.2% | -7.8% | -4.0% |
| 1Y | +3.6% | +46.4% | -42.8% | -25.9% |
| 3Y | -26.7% | +159.4% | -186.1% | -68.5% |
| 5Y | -44.8% | +141.8% | -186.6% | -74.8% |
| All | -44.8% | +140.3% | -185.1% | -74.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling