-5.8%
BN vs GTLB
+3.8%
-9.6%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -1.7% |
| 7D | -1.0% | -0.7% | -0.2% | -0.9% |
| 30D | +14.0% | -10.2% | +24.2% | +15.0% |
| 3M | -9.0% | +10.1% | -19.1% | -10.1% |
| 6M | -8.8% | +116.5% | -125.3% | -17.0% |
| YTD | -10.3% | +27.2% | -37.4% | -13.0% |
| 1Y | -5.8% | +8.6% | -14.4% | -8.3% |
| All | -5.8% | +3.8% | -9.6% | -8.3% |
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