+20,253.5%
GD vs BN
+16,344.0%
+3,909.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.1% | -8.6% | -4.3% |
| 7D | +3.0% | +12.0% | -9.0% | -0.4% |
| 30D | +10.5% | +17.0% | -6.5% | +5.6% |
| 3M | -5.0% | -3.2% | -1.7% | -4.3% |
| 6M | +5.5% | -3.9% | +9.3% | +6.2% |
| YTD | +10.3% | -5.6% | +15.9% | +11.0% |
| 1Y | +8.2% | -4.7% | +12.9% | +8.5% |
| 3Y | +59.0% | +98.4% | -39.4% | +27.1% |
| 5Y | +104.3% | +37.8% | +66.4% | +76.4% |
| 10Y | +202.4% | +292.7% | -90.3% | +93.8% |
| All | +20,253.5% | +16,344.0% | +3,909.6% | +8,313.8% |
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