+40.5%
RY vs GWRE
-28.5%
+69.0%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +1.0% | -0.2% |
| 7D | +0.6% | -2.0% | +2.5% | +0.6% |
| 30D | +5.0% | -4.1% | +9.1% | +5.0% |
| 3M | -5.3% | -13.4% | +8.1% | -5.3% |
| 6M | +13.8% | +26.0% | -12.1% | +14.5% |
| YTD | +21.0% | -21.3% | +42.2% | +21.8% |
| 1Y | +40.5% | -27.5% | +68.0% | +42.4% |
| All | +40.5% | -28.5% | +69.0% | +42.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling