+11,448.1%
RY vs GPC
+1,326.4%
+10,121.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.2% |
| 7D | +3.1% | +1.2% | +1.9% | +2.6% |
| 30D | -0.3% | +6.0% | -6.3% | -2.8% |
| 3M | +8.7% | +42.6% | -34.0% | -7.5% |
| 6M | +28.5% | +22.8% | +5.8% | +16.1% |
| YTD | +25.1% | +15.5% | +9.7% | +14.6% |
| 1Y | +46.3% | +2.0% | +44.2% | +41.1% |
| 3Y | +154.9% | -1.4% | +156.4% | +139.6% |
| 5Y | +140.3% | +30.6% | +109.7% | +94.9% |
| 10Y | +377.0% | +80.6% | +296.4% | +211.6% |
| All | +11,448.1% | +1,326.4% | +10,121.7% | +3,207.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling