+348.6%
RY vs GPC
+74.9%
+273.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | +0.6% | +0.4% | +0.1% | +0.4% |
| 30D | +5.0% | -6.3% | +11.3% | +7.2% |
| 3M | -5.3% | -8.2% | +2.9% | -2.8% |
| 6M | +13.8% | +27.1% | -13.3% | +3.2% |
| YTD | +21.0% | +3.1% | +17.8% | +16.7% |
| 1Y | +40.5% | +0.1% | +40.4% | +37.0% |
| 3Y | +159.7% | +0.2% | +159.4% | +143.9% |
| 5Y | +124.3% | +4.9% | +119.5% | +102.3% |
| All | +348.6% | +74.9% | +273.8% | +200.1% |
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