+1,387.3%
GIS vs BNY
+8,074.1%
-6,686.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -6.4% | -1.3% | -5.0% | -6.2% |
| 30D | -6.1% | -0.2% | -5.9% | -6.1% |
| 3M | +7.8% | +14.9% | -7.1% | +5.7% |
| 6M | -8.8% | +40.0% | -48.8% | -13.1% |
| YTD | -19.1% | +42.0% | -61.1% | -23.2% |
| 1Y | -24.8% | +56.9% | -81.6% | -29.6% |
| 3Y | -37.6% | +289.9% | -327.4% | -48.8% |
| 5Y | -25.4% | +259.2% | -284.6% | -38.9% |
| 10Y | -19.6% | +413.3% | -432.9% | -39.1% |
| All | +1,387.3% | +8,074.1% | -6,686.8% | +466.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling