+1,019.9%
BNY vs GWRE
+741.3%
+278.6%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.5% | -0.1% |
| 7D | -1.3% | -13.2% | +11.9% | +1.3% |
| 30D | -0.2% | -18.6% | +18.4% | +2.9% |
| 3M | +14.9% | +18.9% | -4.0% | +8.7% |
| 6M | +40.0% | -11.0% | +50.9% | +38.7% |
| YTD | +42.0% | -29.9% | +71.9% | +47.4% |
| 1Y | +56.9% | -44.3% | +101.2% | +71.2% |
| 3Y | +289.9% | +51.7% | +238.2% | +223.8% |
| 5Y | +259.2% | +15.4% | +243.8% | +210.1% |
| 10Y | +413.3% | +129.4% | +283.8% | +262.0% |
| All | +1,019.9% | +741.3% | +278.6% | +570.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling