-18.0%
GIS vs BNY
+59.6%
-77.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.4% |
| 7D | -7.8% | +1.4% | -9.3% | -7.6% |
| 30D | +6.6% | +3.8% | +2.7% | +7.0% |
| 3M | +21.0% | +14.9% | +6.1% | +23.0% |
| 6M | -9.1% | +40.3% | -49.4% | -4.8% |
| YTD | -13.6% | +43.8% | -57.4% | -8.4% |
| 1Y | -18.0% | +58.9% | -76.9% | -10.7% |
| All | -18.0% | +59.6% | -77.6% | -10.7% |
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