+68.8%
BN vs GME
+11.4%
+57.4%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.3% | -7.2% | -2.2% |
| 7D | -3.0% | +4.8% | -7.8% | -3.2% |
| 30D | -13.0% | +5.9% | -18.9% | -13.3% |
| 3M | -15.2% | -10.7% | -4.5% | -14.8% |
| 6M | -5.9% | -19.8% | +13.9% | -5.0% |
| YTD | -15.8% | -0.9% | -14.8% | -15.9% |
| 1Y | -12.2% | -15.7% | +3.5% | -11.7% |
| All | +68.8% | +11.4% | +57.4% | +62.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling