+14,569.6%
BN vs GFI
+682.6%
+13,887.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.9% |
| 7D | -3.0% | +4.7% | -7.7% | -3.3% |
| 30D | -13.0% | +14.4% | -27.4% | -13.9% |
| 3M | -15.2% | +32.5% | -47.7% | -17.2% |
| 6M | -5.9% | -7.2% | +1.2% | -5.9% |
| YTD | -15.8% | +10.9% | -26.6% | -17.1% |
| 1Y | -12.2% | +35.5% | -47.6% | -15.0% |
| 3Y | +72.2% | +312.1% | -239.9% | +51.8% |
| 5Y | +33.2% | +524.6% | -491.4% | +12.4% |
| 10Y | +264.7% | +1,092.7% | -828.1% | +180.0% |
| All | +14,569.6% | +682.6% | +13,887.0% | +9,847.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling