+374.0%
RY vs GWRE
+129.6%
+244.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.2% |
| 7D | -2.9% | -30.9% | +28.1% | +2.1% |
| 30D | -2.0% | -20.7% | +18.7% | +0.7% |
| 3M | +4.9% | +20.2% | -15.3% | +0.3% |
| 6M | +26.1% | -11.9% | +38.0% | +25.6% |
| YTD | +22.4% | -30.3% | +52.7% | +26.7% |
| 1Y | +44.7% | -44.6% | +89.4% | +56.5% |
| 3Y | +155.7% | +48.8% | +106.9% | +117.0% |
| 5Y | +137.7% | +14.8% | +122.9% | +109.8% |
| All | +374.0% | +129.6% | +244.4% | +243.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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