+7.0%
GD vs BN
-7.9%
+14.9%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +1.7% |
| 7D | -1.9% | +4.3% | -6.2% | -2.7% |
| 30D | +10.9% | +14.3% | -3.4% | +8.0% |
| 3M | -6.8% | -4.1% | -2.7% | -6.2% |
| 6M | +7.0% | -9.7% | +16.7% | +8.8% |
| YTD | +11.1% | -7.1% | +18.3% | +12.7% |
| 1Y | +7.0% | -7.4% | +14.5% | +8.6% |
| All | +7.0% | -7.9% | +14.9% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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