-8.6%
BN vs GME
-15.8%
+7.2%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -2.5% | +7.2% | -9.7% | -3.2% |
| 30D | -9.5% | +0.8% | -10.3% | -9.6% |
| 3M | -10.4% | -14.0% | +3.6% | -8.9% |
| 6M | -6.4% | -19.7% | +13.4% | -4.1% |
| YTD | -11.9% | -4.6% | -7.3% | -12.3% |
| 1Y | -8.6% | -14.3% | +5.7% | -10.3% |
| All | -8.6% | -15.8% | +7.2% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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