+213.7%
BNY vs GFS
0.0%
+213.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.1% | -0.3% |
| 7D | -1.3% | +3.8% | -5.2% | -1.9% |
| 30D | -0.2% | -11.7% | +11.5% | +1.7% |
| 3M | +14.9% | -41.8% | +56.7% | +23.9% |
| 6M | +40.0% | +6.6% | +33.3% | +34.6% |
| YTD | +42.0% | +34.6% | +7.3% | +29.6% |
| 1Y | +56.9% | +46.2% | +10.7% | +40.5% |
| 3Y | +289.9% | -20.3% | +310.2% | +278.0% |
| All | +213.7% | 0.0% | +213.7% | +190.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling