+406.7%
BNY vs DG
+101.8%
+304.9%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.2% | -0.1% |
| 7D | -1.3% | -6.5% | +5.2% | -0.5% |
| 30D | -0.2% | +4.2% | -4.3% | -0.8% |
| 3M | +14.9% | +9.5% | +5.4% | +13.2% |
| 6M | +40.0% | -13.1% | +53.1% | +42.1% |
| YTD | +42.0% | -4.8% | +46.8% | +42.1% |
| 1Y | +56.9% | +20.6% | +36.2% | +51.1% |
| 3Y | +289.9% | +4.9% | +284.9% | +273.1% |
| 5Y | +259.2% | -37.9% | +297.1% | +279.6% |
| All | +406.7% | +101.8% | +304.9% | +312.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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