+96.7%
GD vs BN
+32.5%
+64.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.1% | +0.8% | -1.6% |
| 7D | -3.9% | +5.7% | -9.6% | -5.2% |
| 30D | +8.1% | +12.0% | -3.9% | +5.2% |
| 3M | -6.8% | -6.1% | -0.7% | -5.6% |
| 6M | +3.0% | -8.6% | +11.6% | +4.8% |
| YTD | +7.8% | -8.5% | +16.3% | +9.2% |
| 1Y | +5.8% | -8.4% | +14.2% | +7.1% |
| 3Y | +55.3% | +92.3% | -37.0% | +31.0% |
| 5Y | +96.7% | +31.3% | +65.3% | +79.0% |
| All | +96.7% | +32.5% | +64.2% | +79.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling