-52.0%
GTLB vs RY
+138.3%
-190.3%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.6% |
| 7D | +11.1% | +3.1% | +7.9% | +8.4% |
| 30D | +37.8% | -0.3% | +38.1% | +37.8% |
| 3M | +61.6% | +8.7% | +52.9% | +49.0% |
| 6M | +98.9% | +28.5% | +70.4% | +56.6% |
| YTD | +32.8% | +25.1% | +7.7% | +6.9% |
| 1Y | +14.7% | +46.3% | -31.6% | -20.9% |
| 3Y | +1.3% | +154.9% | -153.6% | -61.1% |
| All | -52.0% | +138.3% | -190.3% | -77.4% |
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