-54.6%
GTLB vs RY
+136.5%
-191.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.8% | -4.6% | -4.8% |
| 7D | +4.6% | +2.7% | +1.9% | +2.4% |
| 30D | +21.0% | -1.0% | +22.0% | +21.7% |
| 3M | +51.7% | +7.6% | +44.1% | +41.1% |
| 6M | +89.3% | +29.5% | +59.8% | +48.0% |
| YTD | +25.6% | +24.2% | +1.5% | +1.8% |
| 1Y | -1.5% | +46.4% | -47.9% | -32.2% |
| 3Y | -9.9% | +159.4% | -169.3% | -66.2% |
| All | -54.6% | +136.5% | -191.1% | -78.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling