+118.4%
RY vs FGI
-70.4%
+188.7%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.5% | -8.2% | -0.8% |
| 7D | +3.1% | +0.5% | +2.6% | +3.1% |
| 30D | -0.3% | +65.4% | -65.7% | -1.7% |
| 3M | +8.7% | +23.5% | -14.8% | +7.5% |
| 6M | +28.5% | +60.5% | -32.0% | +25.5% |
| YTD | +25.1% | +30.0% | -4.9% | +22.5% |
| 1Y | +46.3% | +82.1% | -35.8% | +41.3% |
| 3Y | +154.9% | -4.4% | +159.3% | +147.0% |
| All | +118.4% | -70.4% | +188.7% | +114.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling