+327.3%
BNY vs GGLL
+327.4%
-0.1%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.3% | -3.3% | -0.3% |
| 7D | -1.3% | -0.3% | -1.0% | -1.3% |
| 30D | -0.2% | -4.0% | +3.8% | +0.2% |
| 3M | +14.9% | -15.5% | +30.5% | +16.2% |
| 6M | +40.0% | +7.6% | +32.4% | +36.6% |
| YTD | +42.0% | +2.0% | +40.0% | +39.2% |
| 1Y | +56.9% | +63.9% | -7.1% | +44.4% |
| 3Y | +289.9% | +239.7% | +50.2% | +212.3% |
| All | +327.3% | +327.4% | -0.1% | +223.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 10y: compounded portfolio wealth divided by compounded GGLL 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…
10y analysis · Full analysis span regression · 6 months rolling