+19,851.2%
GD vs BN
+15,251.3%
+4,599.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.7% |
| 7D | -5.3% | -2.5% | -2.8% | -4.6% |
| 30D | -6.4% | -9.5% | +3.1% | -3.9% |
| 3M | +5.7% | -10.4% | +16.1% | +8.8% |
| 6M | -0.9% | -6.4% | +5.4% | +0.4% |
| YTD | +8.2% | -11.9% | +20.0% | +11.2% |
| 1Y | +13.4% | -8.6% | +22.0% | +15.2% |
| 3Y | +68.5% | +77.6% | -9.1% | +38.6% |
| 5Y | +97.2% | +37.0% | +60.1% | +70.6% |
| 10Y | +190.2% | +266.4% | -76.2% | +90.0% |
| All | +19,851.2% | +15,251.3% | +4,599.9% | +8,324.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling