+28.2%
BN vs GTLB
-50.8%
+79.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -1.6% |
| 7D | -3.0% | -6.6% | +3.6% | -1.9% |
| 30D | -13.0% | +13.7% | -26.8% | -15.0% |
| 3M | -15.2% | +52.9% | -68.1% | -21.4% |
| 6M | -5.9% | +88.5% | -94.4% | -16.6% |
| YTD | -15.8% | +23.4% | -39.2% | -20.2% |
| 1Y | -12.2% | -3.8% | -8.4% | -13.7% |
| 3Y | +72.2% | -11.5% | +83.7% | +64.8% |
| All | +28.2% | -50.8% | +79.0% | +21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling