-8.6%
BN vs GFI
+45.3%
-53.9%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.1% |
| 7D | -2.5% | +3.1% | -5.6% | -2.9% |
| 30D | -9.5% | +27.1% | -36.6% | -12.3% |
| 3M | -10.4% | +21.2% | -31.5% | -13.0% |
| 6M | -6.4% | -4.5% | -1.9% | -7.4% |
| YTD | -11.9% | +11.7% | -23.6% | -14.7% |
| 1Y | -8.6% | +46.0% | -54.7% | -20.1% |
| All | -8.6% | +45.3% | -53.9% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 1y: compounded portfolio wealth divided by compounded GFI 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…
1y analysis · Full analysis span regression · 6 months rolling