+15.9%
GTLB vs RY
+155.6%
-139.6%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.6% | -1.2% |
| 7D | -11.1% | -0.9% | -10.2% | -10.6% |
| 30D | -7.5% | +5.9% | -13.4% | -9.9% |
| 3M | +34.8% | -4.3% | +39.0% | +37.6% |
| 6M | +98.0% | +12.1% | +85.9% | +83.3% |
| YTD | +28.1% | +20.3% | +7.9% | +13.0% |
| 1Y | +5.6% | +41.0% | -35.5% | -17.1% |
| 3Y | +15.9% | +157.5% | -141.6% | -34.5% |
| All | +15.9% | +155.6% | -139.6% | -34.5% |
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