+253.4%
BNY vs GWRE
+25.4%
+228.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +8.6% | -11.6% | -4.1% |
| 7D | -4.4% | -5.8% | +1.4% | -3.7% |
| 30D | -3.4% | -12.9% | +9.4% | -2.3% |
| 3M | +9.9% | +24.8% | -14.9% | +4.7% |
| 6M | +36.8% | -4.7% | +41.5% | +35.1% |
| YTD | +37.6% | -23.9% | +61.5% | +41.0% |
| 1Y | +50.8% | -39.5% | +90.3% | +61.4% |
| 3Y | +270.5% | +68.1% | +202.4% | +200.7% |
| 5Y | +253.4% | +27.5% | +225.9% | +198.0% |
| All | +253.4% | +25.4% | +228.0% | +198.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling