+75.6%
BN vs GTLB
-8.4%
+84.0%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.4% | +2.8% | -1.6% |
| 7D | -1.2% | +4.6% | -5.8% | -2.1% |
| 30D | -10.9% | +21.0% | -31.9% | -14.1% |
| 3M | -11.1% | +51.7% | -62.8% | -18.0% |
| 6M | -4.4% | +89.3% | -93.6% | -16.4% |
| YTD | -14.1% | +25.6% | -39.8% | -18.9% |
| 1Y | -11.1% | -1.5% | -9.5% | -12.3% |
| 3Y | +75.6% | -9.9% | +85.5% | +63.5% |
| All | +75.6% | -8.4% | +84.0% | +63.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling