+213.6%
BNY vs GFS
-2.1%
+215.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -1.1% | +3.2% | -4.3% | -1.5% |
| 30D | +1.4% | -9.6% | +11.0% | +2.9% |
| 3M | +16.8% | -38.5% | +55.3% | +24.8% |
| 6M | +42.0% | -1.3% | +43.3% | +38.2% |
| YTD | +41.9% | +31.8% | +10.1% | +30.0% |
| 1Y | +59.2% | +44.6% | +14.6% | +42.8% |
| 3Y | +290.9% | -20.6% | +311.5% | +279.0% |
| All | +213.6% | -2.1% | +215.6% | +191.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling