+5.6%
GTLB vs RY
+160.3%
-154.7%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.1% | +1.0% |
| 7D | -0.7% | +0.6% | -1.3% | -1.1% |
| 30D | -10.2% | +5.0% | -15.3% | -12.3% |
| 3M | +10.1% | -5.3% | +15.4% | +13.2% |
| 6M | +116.5% | +13.8% | +102.6% | +98.4% |
| YTD | +27.2% | +21.0% | +6.2% | +11.6% |
| 1Y | +8.6% | +40.5% | -31.9% | -14.8% |
| 3Y | +5.6% | +159.7% | -154.1% | -43.5% |
| All | +5.6% | +160.3% | -154.7% | -43.5% |
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