+566.5%
GWW vs RY
+372.5%
+194.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.1% |
| 7D | -0.5% | -0.5% | 0.0% | -0.1% |
| 30D | -1.4% | -1.9% | +0.5% | -0.4% |
| 3M | -3.6% | +5.1% | -8.8% | -6.9% |
| 6M | +15.1% | +28.2% | -13.0% | -1.9% |
| YTD | +27.5% | +22.9% | +4.6% | +11.4% |
| 1Y | +29.6% | +45.5% | -15.9% | +1.7% |
| 3Y | +90.1% | +156.7% | -66.6% | +1.7% |
| 5Y | +222.6% | +137.7% | +84.9% | +78.9% |
| 10Y | +566.5% | +375.5% | +191.0% | +129.8% |
| All | +566.5% | +372.5% | +194.0% | +129.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling