+290.2%
BN vs GAP
+1.5%
+288.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.4% |
| 7D | -1.0% | -1.9% | +0.9% | -0.5% |
| 30D | +14.0% | -7.1% | +21.0% | +16.0% |
| 3M | -9.0% | +4.1% | -13.1% | -10.4% |
| 6M | -8.8% | +1.9% | -10.7% | -10.3% |
| YTD | -10.3% | -15.2% | +4.9% | -8.3% |
| 1Y | -5.8% | -10.6% | +4.8% | -5.2% |
| 3Y | +94.8% | +74.6% | +20.2% | +53.7% |
| 5Y | +31.5% | +3.7% | +27.8% | +11.2% |
| All | +290.2% | +1.5% | +288.7% | +145.2% |
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