+289.2%
BN vs GPC
+85.0%
+204.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.0% |
| 7D | +4.3% | +0.4% | +4.0% | +4.2% |
| 30D | +14.3% | -1.8% | +16.1% | +15.2% |
| 3M | -4.1% | -6.6% | +2.5% | -1.0% |
| 6M | -9.7% | +21.3% | -31.0% | -19.5% |
| YTD | -7.1% | +4.3% | -11.4% | -11.9% |
| 1Y | -7.4% | +3.3% | -10.7% | -11.8% |
| 3Y | +102.3% | +0.8% | +101.6% | +87.5% |
| 5Y | +35.9% | +7.4% | +28.5% | +19.7% |
| 10Y | +289.2% | +79.2% | +209.9% | +141.9% |
| All | +289.2% | +85.0% | +204.2% | +141.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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