+406.7%
BNY vs BTG
+159.3%
+247.4%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.3% | 0.0% |
| 7D | -1.3% | -3.8% | +2.4% | -1.2% |
| 30D | -0.2% | +3.6% | -3.8% | -0.4% |
| 3M | +14.9% | +32.0% | -17.1% | +13.3% |
| 6M | +40.0% | +3.4% | +36.6% | +39.2% |
| YTD | +42.0% | +20.8% | +21.2% | +40.2% |
| 1Y | +56.9% | +22.4% | +34.4% | +54.6% |
| 3Y | +289.9% | +91.7% | +198.2% | +275.9% |
| 5Y | +259.2% | +79.0% | +180.2% | +247.0% |
| All | +406.7% | +159.3% | +247.4% | +406.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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