+256.9%
BN vs GAP
+27.6%
+229.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.7% |
| 7D | -5.9% | -6.3% | +0.5% | -4.4% |
| 30D | -15.1% | -0.2% | -14.8% | -15.3% |
| 3M | -14.6% | 0.0% | -14.6% | -15.1% |
| 6M | -8.4% | -8.1% | -0.3% | -7.7% |
| YTD | -16.8% | -16.5% | -0.3% | -14.5% |
| 1Y | -14.4% | -10.5% | -3.9% | -13.9% |
| 3Y | +70.1% | +104.0% | -33.9% | +29.2% |
| 5Y | +33.5% | +6.8% | +26.8% | +12.0% |
| All | +256.9% | +27.6% | +229.3% | +126.8% |
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