+1,833.6%
GS vs RY
+4,759.8%
-2,926.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.0% | +0.5% | +1.0% |
| 7D | +0.3% | +2.5% | -2.1% | -1.7% |
| 30D | +3.9% | +8.4% | -4.6% | -3.0% |
| 3M | -11.4% | +1.2% | -12.7% | -12.3% |
| 6M | +3.7% | +19.4% | -15.7% | -10.5% |
| YTD | +7.1% | +25.4% | -18.3% | -11.2% |
| 1Y | +19.7% | +46.7% | -27.0% | -13.1% |
| 3Y | +202.8% | +168.6% | +34.2% | +31.7% |
| 5Y | +156.7% | +132.3% | +24.4% | +25.7% |
| 10Y | +548.7% | +385.7% | +163.0% | +77.5% |
| All | +1,833.6% | +4,759.8% | -2,926.3% | +9.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling