+256.9%
BNY vs GWW
+222.0%
+34.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.6% | -0.2% |
| 7D | -1.3% | -3.4% | +2.0% | -0.1% |
| 30D | -0.2% | -1.9% | +1.7% | +0.5% |
| 3M | +14.9% | -2.4% | +17.3% | +15.5% |
| 6M | +40.0% | +15.7% | +24.3% | +31.5% |
| YTD | +42.0% | +27.6% | +14.4% | +28.2% |
| 1Y | +56.9% | +27.2% | +29.7% | +41.6% |
| 3Y | +289.9% | +89.7% | +200.2% | +194.8% |
| All | +256.9% | +222.0% | +34.9% | +105.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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