+406.7%
BNY vs GAP
+31.2%
+375.5%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.8% | -0.5% |
| 7D | -1.3% | -4.1% | +2.8% | -0.5% |
| 30D | -0.2% | +6.2% | -6.4% | -1.6% |
| 3M | +14.9% | -0.7% | +15.6% | +14.4% |
| 6M | +40.0% | -7.1% | +47.1% | +40.3% |
| YTD | +42.0% | -14.1% | +56.0% | +43.9% |
| 1Y | +56.9% | -8.5% | +65.3% | +56.1% |
| 3Y | +289.9% | +115.4% | +174.5% | +196.8% |
| 5Y | +259.2% | +9.8% | +249.4% | +201.1% |
| All | +406.7% | +31.2% | +375.5% | +246.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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