-12.3%
GFS vs BN
+36.8%
-49.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.8% | +1.1% | +2.3% |
| 7D | -3.1% | +3.6% | -6.8% | -5.7% |
| 30D | -16.0% | +15.9% | -31.9% | -24.6% |
| 3M | -24.7% | -2.3% | -22.4% | -24.0% |
| 6M | -45.1% | -8.4% | -36.7% | -42.5% |
| YTD | +16.5% | -5.9% | +22.3% | +18.1% |
| 1Y | +19.3% | -5.6% | +24.9% | +20.5% |
| 3Y | -20.0% | +104.2% | -124.2% | -54.8% |
| 5Y | -32.0% | +35.5% | -67.5% | -45.9% |
| All | -12.3% | +36.8% | -49.1% | -30.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling