-12.1%
GFS vs BN
+35.0%
-47.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +1.2% |
| 7D | -5.3% | +4.3% | -9.6% | -8.2% |
| 30D | -15.8% | +14.3% | -30.1% | -23.7% |
| 3M | -18.6% | -4.1% | -14.5% | -16.9% |
| 6M | -45.0% | -9.7% | -35.3% | -41.8% |
| YTD | +16.8% | -7.1% | +23.9% | +19.4% |
| 1Y | +17.8% | -7.4% | +25.2% | +20.6% |
| 3Y | -21.5% | +102.3% | -123.9% | -55.4% |
| 5Y | -29.3% | +35.9% | -65.3% | -43.7% |
| All | -12.1% | +35.0% | -47.1% | -29.3% |
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 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