+606.9%
GEV vs BN
+40.5%
+566.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.6% | -2.0% |
| 7D | -1.9% | -5.9% | +4.0% | +2.4% |
| 30D | -8.7% | -15.1% | +6.4% | +2.4% |
| 3M | +6.6% | -14.6% | +21.2% | +18.7% |
| 6M | +10.2% | -8.4% | +18.6% | +15.5% |
| YTD | +41.6% | -16.8% | +58.4% | +57.5% |
| 1Y | +43.9% | -14.4% | +58.3% | +55.9% |
| All | +606.9% | +40.5% | +566.4% | +427.5% |
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