+553.8%
RY vs GWRE
+844.6%
-290.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +1.0% | 0.0% |
| 7D | +0.6% | -2.0% | +2.5% | +0.9% |
| 30D | +5.0% | -4.1% | +9.1% | +5.5% |
| 3M | -5.3% | -13.4% | +8.1% | -4.3% |
| 6M | +13.8% | +26.0% | -12.1% | +7.2% |
| YTD | +21.0% | -21.3% | +42.2% | +22.0% |
| 1Y | +40.5% | -27.5% | +68.0% | +43.7% |
| 3Y | +159.7% | +72.7% | +87.0% | +119.9% |
| 5Y | +124.3% | +26.4% | +98.0% | +97.3% |
| 10Y | +351.6% | +169.3% | +182.3% | +237.3% |
| All | +553.8% | +844.6% | -290.8% | +318.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling