+488.8%
GS vs RY
+366.5%
+122.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.9% | -3.5% | -3.5% |
| 7D | -6.3% | -1.1% | -5.2% | -5.1% |
| 30D | -3.1% | +4.4% | -7.6% | -7.1% |
| 3M | -17.7% | -2.9% | -14.7% | -15.1% |
| 6M | -4.6% | +15.6% | -20.1% | -17.1% |
| YTD | +0.3% | +21.8% | -21.5% | -17.2% |
| 1Y | +11.7% | +42.6% | -30.9% | -21.1% |
| 3Y | +183.6% | +160.9% | +22.7% | +8.6% |
| 5Y | +141.0% | +126.1% | +14.9% | +5.5% |
| All | +488.8% | +366.5% | +122.3% | +55.0% |
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