+95.6%
BN vs GPC
+1.0%
+94.7%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.5% |
| 7D | +5.3% | +1.6% | +3.8% | +4.9% |
| 30D | +11.9% | -2.1% | +14.0% | +12.5% |
| 3M | -5.7% | -6.8% | +1.1% | -3.6% |
| 6M | -10.6% | +18.6% | -29.2% | -16.7% |
| YTD | -9.4% | +2.7% | -12.0% | -12.5% |
| 1Y | -8.8% | +1.8% | -10.6% | -11.8% |
| 3Y | +95.6% | +1.1% | +94.6% | +75.0% |
| All | +95.6% | +1.0% | +94.7% | +75.0% |
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