-4.1%
GTLB vs RY
+159.8%
-163.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.4% |
| 7D | +11.1% | +3.1% | +7.9% | +9.4% |
| 30D | +37.8% | -0.3% | +38.1% | +37.8% |
| 3M | +61.6% | +8.7% | +52.9% | +53.2% |
| 6M | +98.9% | +28.5% | +70.4% | +69.4% |
| YTD | +32.8% | +25.1% | +7.7% | +14.9% |
| 1Y | +14.7% | +46.3% | -31.6% | -11.2% |
| All | -4.1% | +159.8% | -163.8% | -46.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling