+7,920.7%
BNY vs GAP
+2,098.4%
+5,822.3%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.2% | +0.6% |
| 7D | -1.1% | -6.3% | +5.3% | +0.6% |
| 30D | +1.4% | -0.2% | +1.7% | +1.1% |
| 3M | +16.8% | 0.0% | +16.8% | +15.9% |
| 6M | +42.0% | -8.1% | +50.1% | +42.7% |
| YTD | +41.9% | -16.5% | +58.4% | +45.3% |
| 1Y | +59.2% | -10.5% | +69.7% | +58.8% |
| 3Y | +290.9% | +104.0% | +186.9% | +182.3% |
| 5Y | +259.0% | +6.8% | +252.3% | +188.8% |
| 10Y | +413.0% | +26.9% | +386.1% | +227.0% |
| All | +7,920.7% | +2,098.4% | +5,822.3% | +1,388.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling