+238.0%
GM vs BNY
+749.8%
-511.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -2.4% | -1.3% | -1.1% | -1.6% |
| 30D | -1.1% | -0.2% | -0.9% | -1.1% |
| 3M | +6.1% | +14.9% | -8.8% | -4.0% |
| 6M | +15.0% | +40.0% | -25.0% | -9.2% |
| YTD | +6.0% | +42.0% | -36.0% | -17.6% |
| 1Y | +47.1% | +56.9% | -9.8% | +6.7% |
| 3Y | +170.5% | +289.9% | -119.4% | +3.9% |
| 5Y | +80.5% | +259.2% | -178.7% | -27.4% |
| 10Y | +238.7% | +413.3% | -174.6% | +1.8% |
| All | +238.0% | +749.8% | -511.7% | -32.0% |
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