+38.2%
BN vs GTLB
-63.6%
+101.8%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -1.0% |
| 7D | -2.4% | -9.6% | +7.2% | -0.8% |
| 30D | +13.5% | -15.5% | +29.0% | +16.4% |
| 3M | -5.9% | +12.4% | -18.3% | -8.3% |
| 6M | -8.9% | +84.6% | -93.5% | -19.0% |
| YTD | -7.9% | +26.1% | -34.0% | -13.4% |
| 1Y | -8.3% | +1.7% | -10.0% | -10.8% |
| 3Y | +100.8% | +6.1% | +94.7% | +86.4% |
| 5Y | +38.2% | -61.1% | +99.3% | +35.5% |
| All | +38.2% | -63.6% | +101.8% | +35.5% |
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 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