+271.1%
BN vs GPC
+85.2%
+185.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.8% |
| 7D | -2.5% | +1.2% | -3.7% | -3.1% |
| 30D | -9.5% | +6.0% | -15.5% | -12.2% |
| 3M | -10.4% | +42.6% | -53.0% | -26.2% |
| 6M | -6.4% | +22.8% | -29.1% | -16.8% |
| YTD | -11.9% | +15.5% | -27.3% | -20.3% |
| 1Y | -8.6% | +2.0% | -10.7% | -11.9% |
| 3Y | +77.6% | -1.4% | +79.0% | +67.6% |
| 5Y | +37.0% | +30.6% | +6.4% | +9.0% |
| All | +271.1% | +85.2% | +185.9% | +127.5% |
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