+304.8%
BNY vs GGLL
+210.8%
+94.0%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +0.6% |
| 7D | +3.9% | +7.7% | -3.8% | +3.1% |
| 30D | +11.9% | -30.2% | +42.2% | +15.5% |
| 3M | -5.0% | -31.3% | +26.2% | -2.0% |
| 6M | +14.6% | -52.1% | +66.7% | +22.3% |
| YTD | +34.5% | -25.9% | +60.3% | +35.3% |
| 1Y | +40.6% | -8.5% | +49.1% | +37.6% |
| 3Y | +261.7% | +165.5% | +96.2% | +195.2% |
| All | +304.8% | +210.8% | +94.0% | +213.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling