+7,926.8%
BNY vs GPC
+2,270.7%
+5,656.1%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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 | +42.0% | +12.1% | +29.9% | +26.6% |
| 1Y | +59.3% | -0.7% | +59.9% | +52.4% |
| 3Y | +291.2% | -1.7% | +292.9% | +253.2% |
| 5Y | +252.1% | +29.3% | +222.8% | +160.0% |
| 10Y | +407.1% | +80.7% | +326.5% | +174.5% |
| All | +7,926.8% | +2,270.7% | +5,656.1% | +927.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling