+27.2%
BN vs GTLB
-50.1%
+77.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.6% |
| 7D | -5.2% | -5.7% | +0.5% | -4.3% |
| 30D | -14.5% | +15.1% | -29.6% | -16.6% |
| 3M | -15.0% | +65.5% | -80.4% | -22.2% |
| 6M | -5.4% | +102.9% | -108.3% | -17.2% |
| YTD | -16.4% | +25.2% | -41.6% | -21.0% |
| 1Y | -16.2% | -5.5% | -10.7% | -17.5% |
| 3Y | +67.5% | -10.9% | +78.4% | +60.1% |
| All | +27.2% | -50.1% | +77.3% | +19.8% |
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