+155.1%
RY vs GWRE
+51.5%
+103.6%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.0% | +3.9% | -0.8% |
| 7D | -0.5% | -26.2% | +25.7% | +0.6% |
| 30D | -1.9% | -17.8% | +15.9% | -1.3% |
| 3M | +5.1% | +14.2% | -9.1% | +3.8% |
| 6M | +28.2% | -12.9% | +41.1% | +28.5% |
| YTD | +22.9% | -29.2% | +52.1% | +25.5% |
| 1Y | +45.5% | -44.4% | +89.9% | +52.3% |
| All | +155.1% | +51.5% | +103.6% | +127.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling