+644.1%
GRMN vs RY
+372.5%
+271.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.2% | -0.6% |
| 7D | -1.4% | -0.5% | -0.9% | -1.1% |
| 30D | -13.1% | -1.9% | -11.2% | -12.1% |
| 3M | +14.9% | +5.1% | +9.8% | +10.6% |
| 6M | +13.1% | +28.2% | -15.1% | -4.6% |
| YTD | +35.3% | +22.9% | +12.4% | +17.3% |
| 1Y | +16.0% | +45.5% | -29.5% | -10.0% |
| 3Y | +179.6% | +156.7% | +22.9% | +48.4% |
| 5Y | +75.0% | +137.7% | -62.7% | -2.9% |
| 10Y | +644.1% | +375.5% | +268.6% | +172.7% |
| All | +644.1% | +372.5% | +271.6% | +172.7% |
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