+83.2%
BN vs GPC
+0.9%
+82.3%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.7% |
| 7D | -2.5% | +1.2% | -3.7% | -2.9% |
| 30D | -9.5% | +6.0% | -15.5% | -11.3% |
| 3M | -10.4% | +42.6% | -53.0% | -21.6% |
| 6M | -6.4% | +22.8% | -29.1% | -13.7% |
| YTD | -11.9% | +15.5% | -27.3% | -18.1% |
| 1Y | -8.6% | +2.0% | -10.7% | -11.0% |
| All | +83.2% | +0.9% | +82.3% | +68.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling