+41.3%
BN vs GTLB
-50.5%
+91.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.4% | -1.2% |
| 7D | +4.3% | -10.9% | +15.2% | +6.2% |
| 30D | +14.3% | -15.3% | +29.6% | +17.1% |
| 3M | -4.1% | +14.6% | -18.7% | -6.7% |
| 6M | -9.7% | +79.6% | -89.3% | -19.2% |
| YTD | -7.1% | +24.3% | -31.5% | -12.4% |
| 1Y | -7.4% | +1.0% | -8.4% | -9.8% |
| 3Y | +102.3% | +4.6% | +97.7% | +88.5% |
| 5Y | +35.9% | -63.7% | +99.7% | +30.3% |
| All | +41.3% | -50.5% | +91.8% | +32.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling