+111.1%
RY vs FGI
-74.8%
+185.9%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -25.2% | +25.0% | +0.1% |
| 7D | +0.6% | -14.4% | +15.0% | +0.7% |
| 30D | +5.0% | -11.8% | +16.8% | +5.1% |
| 3M | -5.3% | -46.2% | +40.9% | -4.7% |
| 6M | +13.8% | +5.2% | +8.7% | +12.6% |
| YTD | +21.0% | +10.5% | +10.4% | +18.5% |
| 1Y | +40.5% | +25.5% | +15.0% | +37.1% |
| 3Y | +159.7% | -16.0% | +175.7% | +151.5% |
| All | +111.1% | -74.8% | +185.9% | +107.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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