+326.9%
BNY vs GGLL
+309.0%
+17.9%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.5% | +4.3% | +0.3% |
| 7D | +0.3% | -3.9% | +4.2% | +0.7% |
| 30D | +1.9% | -15.4% | +17.3% | +3.7% |
| 3M | +13.9% | -21.9% | +35.8% | +16.2% |
| 6M | +42.3% | +4.5% | +37.8% | +39.3% |
| YTD | +41.8% | -2.4% | +44.3% | +39.7% |
| 1Y | +57.9% | +57.8% | +0.2% | +46.0% |
| 3Y | +290.7% | +227.2% | +63.5% | +214.2% |
| All | +326.9% | +309.0% | +17.9% | +224.2% |
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