+57.7%
GEV vs BNY
+59.6%
-1.9%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.2% |
| 7D | +3.3% | +1.4% | +1.9% | +2.5% |
| 30D | -7.5% | +3.8% | -11.3% | -9.3% |
| 3M | -2.2% | +14.9% | -17.1% | -9.6% |
| 6M | +12.1% | +40.3% | -28.3% | -8.2% |
| YTD | +44.4% | +43.8% | +0.6% | +12.8% |
| 1Y | +57.7% | +58.9% | -1.2% | +17.6% |
| All | +57.7% | +59.6% | -1.9% | +17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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