+214.2%
BNY vs FGI
-69.8%
+284.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | -1.2% |
| 7D | +1.5% | +5.2% | -3.7% | +1.4% |
| 30D | +3.3% | +65.2% | -61.9% | +2.3% |
| 3M | +15.3% | +30.2% | -14.9% | +14.4% |
| 6M | +42.5% | +87.8% | -45.4% | +40.0% |
| YTD | +42.0% | +32.5% | +9.6% | +40.0% |
| 1Y | +59.3% | +93.6% | -34.3% | +55.6% |
| 3Y | +291.2% | -2.6% | +293.8% | +283.9% |
| All | +214.2% | -69.8% | +284.0% | +210.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling