+600.2%
BNY vs GME
+1,158.5%
-558.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.5% | -0.1% |
| 7D | -1.1% | +6.0% | -7.1% | -1.5% |
| 30D | +1.4% | +8.3% | -6.9% | +0.8% |
| 3M | +16.8% | -9.1% | +25.9% | +17.4% |
| 6M | +42.0% | -16.3% | +58.3% | +43.4% |
| YTD | +41.9% | +1.5% | +40.4% | +41.3% |
| 1Y | +59.2% | -16.3% | +75.5% | +60.5% |
| 3Y | +290.9% | +15.1% | +275.8% | +249.0% |
| 5Y | +259.0% | -57.2% | +316.2% | +228.8% |
| 10Y | +413.0% | +274.5% | +138.6% | +80.3% |
| All | +600.2% | +1,158.5% | -558.3% | +71.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling