+259.4%
BNY vs GD
+58.6%
+200.8%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.3% | +0.1% | +1.7% |
| 7D | +2.3% | -3.0% | +5.4% | +3.3% |
| 30D | +6.4% | +9.3% | -2.9% | +3.5% |
| 3M | -3.6% | -7.2% | +3.6% | -1.5% |
| 6M | +16.9% | +5.5% | +11.4% | +14.5% |
| YTD | +32.6% | +9.5% | +23.1% | +27.9% |
| 1Y | +40.4% | +6.4% | +33.9% | +36.8% |
| 3Y | +259.4% | +59.8% | +199.6% | +203.7% |
| All | +259.4% | +58.6% | +200.8% | +203.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling