+412.8%
BNY vs GD
+188.9%
+223.9%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.4% |
| 7D | +0.3% | -3.1% | +3.4% | +2.1% |
| 30D | +1.9% | -10.9% | +12.9% | +8.9% |
| 3M | +13.9% | +2.5% | +11.4% | +11.8% |
| 6M | +42.3% | -1.7% | +44.0% | +42.4% |
| YTD | +41.8% | +6.1% | +35.7% | +34.9% |
| 1Y | +57.9% | +11.7% | +46.3% | +45.2% |
| 3Y | +290.7% | +71.8% | +218.9% | +165.6% |
| 5Y | +252.3% | +92.2% | +160.1% | +117.3% |
| 10Y | +412.8% | +192.2% | +220.6% | +134.3% |
| All | +412.8% | +188.9% | +223.9% | +134.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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