+141.8%
RY vs BTG
+72.2%
+69.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | -0.4% |
| 7D | +2.7% | +4.8% | -2.1% | +2.2% |
| 30D | -1.0% | +8.3% | -9.3% | -2.0% |
| 3M | +7.6% | +32.3% | -24.7% | +3.5% |
| 6M | +29.5% | +3.0% | +26.5% | +27.8% |
| YTD | +24.2% | +21.9% | +2.3% | +19.3% |
| 1Y | +46.4% | +28.2% | +18.2% | +38.6% |
| 3Y | +159.4% | +99.9% | +59.5% | +124.2% |
| 5Y | +141.8% | +73.6% | +68.3% | +111.6% |
| All | +141.8% | +72.2% | +69.6% | +111.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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