+98.0%
GTLB vs RY
+13.2%
+84.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.6% | -1.8% |
| 7D | -11.1% | -0.9% | -10.2% | -10.6% |
| 30D | -7.5% | +5.9% | -13.4% | -5.7% |
| 3M | +34.8% | -4.3% | +39.0% | +34.1% |
| 6M | +98.0% | +12.1% | +85.9% | +109.7% |
| All | +98.0% | +13.2% | +84.8% | +109.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling