+35.8%
BN vs GAP
+9.4%
+26.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.5% |
| 7D | -1.2% | +1.7% | -2.9% | -1.6% |
| 30D | -10.9% | +9.3% | -20.2% | -13.0% |
| 3M | -11.1% | +6.1% | -17.2% | -12.7% |
| 6M | -4.4% | -2.3% | -2.1% | -5.0% |
| YTD | -14.1% | -10.6% | -3.5% | -13.3% |
| 1Y | -11.1% | -4.4% | -6.6% | -11.9% |
| 3Y | +75.6% | +118.3% | -42.8% | +34.2% |
| 5Y | +35.8% | +12.2% | +23.6% | +4.7% |
| All | +35.8% | +9.4% | +26.4% | +4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling