+289.5%
BNY vs GGLL
+226.0%
+63.5%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.5% | +4.3% | +0.2% |
| 7D | +0.3% | -3.9% | +4.2% | +0.7% |
| 30D | +1.9% | -15.4% | +17.3% | +3.5% |
| 3M | +13.9% | -21.9% | +35.8% | +16.0% |
| 6M | +42.3% | +4.5% | +37.8% | +39.6% |
| YTD | +41.8% | -2.4% | +44.3% | +39.9% |
| 1Y | +57.9% | +57.8% | +0.2% | +47.2% |
| All | +289.5% | +226.0% | +63.5% | +222.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling