+16,073.1%
BN vs GAP
+2,227.0%
+13,846.1%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.2% | -1.1% |
| 7D | +4.3% | -0.1% | +4.4% | +4.3% |
| 30D | +14.3% | -5.4% | +19.7% | +15.5% |
| 3M | -4.1% | +2.9% | -7.0% | -5.0% |
| 6M | -9.7% | -4.4% | -5.2% | -9.7% |
| YTD | -7.1% | -11.6% | +4.4% | -6.2% |
| 1Y | -7.4% | -6.0% | -1.4% | -7.8% |
| 3Y | +102.3% | +78.0% | +24.4% | +68.8% |
| 5Y | +35.9% | +8.5% | +27.5% | +19.1% |
| 10Y | +289.2% | +8.6% | +280.6% | +203.0% |
| All | +16,073.1% | +2,227.0% | +13,846.1% | +7,044.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling