+358.7%
RY vs GPC
+85.6%
+273.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -0.8% |
| 7D | -0.9% | +1.6% | -2.5% | -1.4% |
| 30D | +5.9% | -2.1% | +7.9% | +6.4% |
| 3M | -4.3% | -6.8% | +2.5% | -2.2% |
| 6M | +12.1% | +18.6% | -6.5% | +4.2% |
| YTD | +20.3% | +2.7% | +17.6% | +16.2% |
| 1Y | +41.0% | +1.8% | +39.2% | +36.6% |
| 3Y | +157.5% | +1.1% | +156.5% | +140.9% |
| 5Y | +123.2% | +4.1% | +119.1% | +101.9% |
| All | +358.7% | +85.6% | +273.1% | +200.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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