+252.7%
BNY vs GD
+93.2%
+159.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.9% |
| 7D | +1.5% | -3.5% | +4.9% | +2.9% |
| 30D | +3.3% | -9.0% | +12.4% | +7.2% |
| 3M | +15.3% | +5.1% | +10.2% | +12.7% |
| 6M | +42.5% | -1.0% | +43.5% | +42.5% |
| YTD | +42.0% | +7.3% | +34.7% | +36.7% |
| 1Y | +59.3% | +12.4% | +46.8% | +49.9% |
| 3Y | +291.2% | +73.7% | +217.5% | +191.5% |
| All | +252.7% | +93.2% | +159.5% | +129.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling