+406.7%
BNY vs GME
+285.6%
+121.1%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.7% | -3.7% | -0.1% |
| 7D | -1.3% | +10.4% | -11.7% | -1.6% |
| 30D | -0.2% | +14.1% | -14.2% | -0.5% |
| 3M | +14.9% | -4.6% | +19.6% | +15.0% |
| 6M | +40.0% | -13.5% | +53.5% | +40.4% |
| YTD | +42.0% | +5.3% | +36.6% | +41.6% |
| 1Y | +56.9% | -14.9% | +71.7% | +57.2% |
| 3Y | +289.9% | +24.3% | +265.6% | +274.7% |
| 5Y | +259.2% | -55.6% | +314.8% | +248.5% |
| All | +406.7% | +285.6% | +121.1% | +233.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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