-55.4%
GTLB vs RY
+134.0%
-189.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -0.9% |
| 7D | -6.6% | -0.5% | -6.1% | -6.2% |
| 30D | +13.7% | -1.9% | +15.6% | +15.3% |
| 3M | +52.9% | +5.1% | +47.8% | +45.2% |
| 6M | +88.5% | +28.2% | +60.3% | +48.6% |
| YTD | +23.4% | +22.9% | +0.6% | +0.9% |
| 1Y | -3.8% | +45.5% | -49.3% | -33.4% |
| 3Y | -11.5% | +156.7% | -168.2% | -66.5% |
| All | -55.4% | +134.0% | -189.4% | -78.7% |
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