+159.9%
RY vs FGI
-3.4%
+163.2%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.1% | +0.6% |
| 7D | -0.6% | -4.1% | +3.5% | -0.6% |
| 30D | +6.1% | -3.4% | +9.5% | +6.1% |
| 3M | -3.4% | +61.8% | -65.1% | -4.3% |
| 6M | +12.8% | +17.0% | -4.2% | +11.9% |
| YTD | +21.0% | +31.4% | -10.4% | +19.3% |
| 1Y | +40.5% | +42.7% | -2.2% | +38.3% |
| 3Y | +159.9% | -0.1% | +160.0% | +157.2% |
| All | +159.9% | -3.4% | +163.2% | +157.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling