+289.9%
BNY vs GFI
+287.6%
+2.2%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.1% |
| 7D | -1.3% | -4.9% | +3.5% | -1.0% |
| 30D | -0.2% | +10.7% | -10.9% | -0.9% |
| 3M | +14.9% | +25.6% | -10.7% | +12.9% |
| 6M | +40.0% | -8.3% | +48.2% | +39.9% |
| YTD | +42.0% | +6.3% | +35.7% | +40.5% |
| 1Y | +56.9% | +22.1% | +34.8% | +53.8% |
| 3Y | +289.9% | +289.2% | +0.7% | +248.7% |
| All | +289.9% | +287.6% | +2.2% | +248.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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