-54.6%
GTLB vs RY
+132.5%
-187.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.5% | -3.2% |
| 7D | -9.6% | -0.2% | -9.4% | -9.4% |
| 30D | -14.5% | +7.1% | -21.5% | -19.1% |
| 3M | +20.9% | -2.7% | +23.6% | +23.1% |
| 6M | +81.4% | +13.8% | +67.6% | +59.8% |
| YTD | +25.6% | +22.1% | +3.5% | +3.0% |
| 1Y | +3.4% | +43.1% | -39.6% | -27.4% |
| 3Y | +8.9% | +163.6% | -154.7% | -60.1% |
| 5Y | -64.0% | +126.2% | -190.2% | -82.9% |
| All | -54.6% | +132.5% | -187.1% | -78.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling