+67.5%
BN vs GFI
+287.6%
-220.1%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.6% |
| 7D | -5.2% | -4.9% | -0.3% | -4.6% |
| 30D | -14.5% | +10.7% | -25.2% | -15.6% |
| 3M | -15.0% | +25.6% | -40.6% | -17.6% |
| 6M | -5.4% | -8.3% | +2.8% | -5.5% |
| YTD | -16.4% | +6.3% | -22.7% | -18.3% |
| 1Y | -16.2% | +22.1% | -38.3% | -19.9% |
| 3Y | +67.5% | +289.2% | -221.7% | +21.9% |
| All | +67.5% | +287.6% | -220.1% | +21.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling