+289.9%
BNY vs GFS
-19.7%
+309.6%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.1% | -0.2% |
| 7D | -1.3% | +3.8% | -5.2% | -1.8% |
| 30D | -0.2% | -11.7% | +11.5% | +1.3% |
| 3M | +14.9% | -41.8% | +56.7% | +22.2% |
| 6M | +40.0% | +6.6% | +33.3% | +34.6% |
| YTD | +42.0% | +34.6% | +7.3% | +30.0% |
| 1Y | +56.9% | +46.2% | +10.7% | +41.0% |
| 3Y | +289.9% | -20.3% | +310.2% | +275.6% |
| All | +289.9% | -19.7% | +309.6% | +275.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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