+486.7%
GS vs RY
+360.6%
+126.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | +0.9% |
| 7D | -3.2% | -0.9% | -2.3% | -2.2% |
| 30D | -2.4% | +5.9% | -8.3% | -7.6% |
| 3M | -15.7% | -4.3% | -11.5% | -11.9% |
| 6M | -6.8% | +12.1% | -18.9% | -16.6% |
| YTD | -0.1% | +20.3% | -20.3% | -16.5% |
| 1Y | +12.1% | +41.0% | -28.9% | -19.9% |
| 3Y | +185.8% | +157.5% | +28.2% | +10.9% |
| 5Y | +140.1% | +123.2% | +16.9% | +6.5% |
| All | +486.7% | +360.6% | +126.1% | +56.4% |
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