+302.3%
BN vs GAP
+7.3%
+295.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.3% |
| 7D | -2.4% | -9.3% | +6.9% | 0.0% |
| 30D | +13.5% | -5.5% | +19.0% | +15.1% |
| 3M | -5.9% | +3.5% | -9.4% | -7.3% |
| 6M | -8.9% | +0.7% | -9.6% | -10.2% |
| YTD | -7.9% | -13.4% | +5.5% | -6.4% |
| 1Y | -8.3% | -7.7% | -0.6% | -8.5% |
| 3Y | +100.8% | +74.4% | +26.3% | +58.6% |
| 5Y | +38.2% | +5.3% | +32.9% | +16.4% |
| 10Y | +302.3% | +4.7% | +297.7% | +151.7% |
| All | +302.3% | +7.3% | +295.0% | +151.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 10y: compounded portfolio wealth divided by compounded GAP 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…
10y analysis · Full analysis span regression · 6 months rolling