+261.3%
BN vs GME
+262.6%
-1.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.3% | -7.2% | -2.1% |
| 7D | -3.0% | +4.8% | -7.8% | -3.2% |
| 30D | -13.0% | +5.9% | -18.9% | -13.2% |
| 3M | -15.2% | -10.7% | -4.5% | -14.9% |
| 6M | -5.9% | -19.8% | +13.9% | -5.3% |
| YTD | -15.8% | -0.9% | -14.8% | -15.9% |
| 1Y | -12.2% | -15.7% | +3.5% | -11.8% |
| 3Y | +72.2% | +12.3% | +59.9% | +64.3% |
| 5Y | +33.2% | -60.1% | +93.3% | +28.5% |
| All | +261.3% | +262.6% | -1.4% | +132.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling