+126.1%
RY vs GPC
+6.4%
+119.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.6% | -1.3% | -2.5% |
| 7D | -1.1% | +1.7% | -2.8% | -1.4% |
| 30D | +4.4% | -2.3% | +6.7% | +4.9% |
| 3M | -2.9% | -4.5% | +1.6% | -2.1% |
| 6M | +15.6% | +21.6% | -6.0% | +9.4% |
| YTD | +21.8% | +4.0% | +17.8% | +18.5% |
| 1Y | +42.6% | +3.5% | +39.1% | +38.9% |
| 3Y | +160.9% | +2.1% | +158.7% | +146.5% |
| 5Y | +126.1% | +5.5% | +120.6% | +105.0% |
| All | +126.1% | +6.4% | +119.6% | +105.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling