+7,924.2%
BNY vs GFI
+650.5%
+7,273.7%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.1% |
| 7D | -1.3% | -4.9% | +3.5% | -1.2% |
| 30D | -0.2% | +10.7% | -10.9% | -0.5% |
| 3M | +14.9% | +25.6% | -10.7% | +14.0% |
| 6M | +40.0% | -8.3% | +48.2% | +40.0% |
| YTD | +42.0% | +6.3% | +35.7% | +41.2% |
| 1Y | +56.9% | +22.1% | +34.8% | +55.1% |
| 3Y | +289.9% | +289.2% | +0.7% | +270.0% |
| 5Y | +259.2% | +531.7% | -272.5% | +233.1% |
| 10Y | +413.3% | +1,043.8% | -630.5% | +353.7% |
| All | +7,924.2% | +650.5% | +7,273.7% | +7,341.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling