+38.8%
BN vs GTLB
-49.8%
+88.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -0.3% | -3.5% | +3.2% | +0.3% |
| 30D | +13.6% | -9.0% | +22.5% | +15.1% |
| 3M | -6.7% | +15.9% | -22.5% | -9.4% |
| 6M | -9.0% | +104.9% | -113.8% | -20.2% |
| YTD | -8.8% | +26.0% | -34.8% | -14.2% |
| 1Y | -10.6% | +1.8% | -12.4% | -13.0% |
| 3Y | +98.8% | +6.0% | +92.8% | +84.7% |
| 5Y | +33.6% | -62.2% | +95.8% | +27.5% |
| All | +38.8% | -49.8% | +88.7% | +30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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