+7,933.5%
BNY vs GPC
+2,270.7%
+5,662.8%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.7% | +0.5% |
| 7D | +1.5% | +0.2% | +1.3% | +1.3% |
| 30D | +3.3% | -0.4% | +3.7% | +3.4% |
| 3M | +15.3% | +39.2% | -23.9% | -7.5% |
| 6M | +42.5% | +18.2% | +24.2% | +25.3% |
| YTD | +42.1% | +12.1% | +30.1% | +26.7% |
| 1Y | +59.4% | -0.7% | +60.1% | +52.5% |
| 3Y | +291.5% | -1.7% | +293.2% | +253.5% |
| 5Y | +252.3% | +29.3% | +223.1% | +160.2% |
| 10Y | +407.5% | +80.7% | +326.9% | +174.8% |
| All | +7,933.5% | +2,270.7% | +5,662.8% | +928.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded GPC 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling