+17.7%
GFS vs BN
-3.9%
+21.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +6.1% | -12.0% | -7.9% |
| 7D | -12.5% | +12.0% | -24.5% | -16.2% |
| 30D | -16.9% | +17.0% | -34.0% | -22.0% |
| 3M | -22.3% | -3.2% | -19.0% | -21.1% |
| 6M | -40.2% | -3.9% | -36.4% | -39.1% |
| YTD | +16.0% | -5.6% | +21.6% | +12.0% |
| 1Y | +17.7% | -4.7% | +22.4% | +12.9% |
| All | +17.7% | -3.9% | +21.6% | +12.9% |
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