+197.5%
BNY vs FGI
-74.8%
+272.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -25.2% | +25.6% | +0.6% |
| 7D | +3.9% | -14.4% | +18.3% | +3.9% |
| 30D | +11.9% | -11.8% | +23.7% | +12.0% |
| 3M | -5.0% | -46.2% | +41.2% | -4.7% |
| 6M | +14.6% | +5.2% | +9.4% | +13.7% |
| YTD | +34.5% | +10.5% | +24.0% | +32.7% |
| 1Y | +40.6% | +25.5% | +15.1% | +38.4% |
| 3Y | +261.7% | -16.0% | +277.7% | +254.9% |
| All | +197.5% | -74.8% | +272.3% | +194.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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