-7.3%
GFS vs BN
+33.9%
-41.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.8% | +6.3% | +6.0% |
| 7D | +6.2% | -2.4% | +8.6% | +8.1% |
| 30D | -11.4% | +13.5% | -24.9% | -19.3% |
| 3M | -15.5% | -5.9% | -9.5% | -12.6% |
| 6M | -42.6% | -8.9% | -33.7% | -39.7% |
| YTD | +23.2% | -7.9% | +31.1% | +26.6% |
| 1Y | +23.6% | -8.3% | +31.9% | +27.3% |
| 3Y | -17.2% | +100.8% | -118.0% | -52.8% |
| 5Y | -23.4% | +38.2% | -61.7% | -39.4% |
| All | -7.3% | +33.9% | -41.2% | -25.0% |
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