+124.7%
RY vs GPC
+4.8%
+119.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.3% |
| 7D | -0.5% | -1.3% | +0.7% | -0.3% |
| 30D | +4.7% | -6.0% | +10.8% | +6.1% |
| 3M | -4.5% | -7.6% | +3.1% | -3.0% |
| 6M | +12.5% | +24.2% | -11.7% | +6.0% |
| YTD | +21.1% | +2.7% | +18.4% | +18.2% |
| 1Y | +38.6% | +0.2% | +38.5% | +36.2% |
| 3Y | +160.2% | -0.8% | +160.9% | +148.0% |
| 5Y | +124.7% | +4.4% | +120.3% | +104.0% |
| All | +124.7% | +4.8% | +119.9% | +104.0% |
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