-14.4%
BN vs GTLB
-1.8%
-12.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.3% | -1.4% |
| 7D | -5.9% | -4.1% | -1.8% | -5.5% |
| 30D | -15.1% | +12.3% | -27.4% | -16.1% |
| 3M | -14.6% | +65.9% | -80.5% | -19.1% |
| 6M | -8.4% | +104.0% | -112.4% | -16.5% |
| YTD | -16.8% | +26.0% | -42.8% | -19.3% |
| 1Y | -14.4% | -3.5% | -10.9% | -12.3% |
| All | -14.4% | -1.8% | -12.6% | -12.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling