+56.9%
BNY vs GWRE
-44.7%
+101.5%
-10.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.5% | 0.0% |
| 7D | -1.3% | -13.2% | +11.9% | -1.2% |
| 30D | -0.2% | -18.6% | +18.4% | -0.1% |
| 3M | +14.9% | +18.9% | -4.0% | +13.7% |
| 6M | +40.0% | -11.0% | +50.9% | +41.0% |
| YTD | +42.0% | -29.9% | +71.9% | +43.0% |
| 1Y | +56.9% | -44.3% | +101.2% | +63.1% |
| All | +56.9% | -44.7% | +101.5% | +63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 1y: compounded portfolio wealth divided by compounded GWRE 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…
1y analysis · Full analysis span regression · 6 months rolling