+12.6%
GFS vs BN
-9.2%
+21.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.9% | +7.1% | +6.5% |
| 7D | -7.8% | +5.3% | -13.2% | -9.6% |
| 30D | -19.7% | +11.9% | -31.6% | -23.2% |
| 3M | -23.1% | -5.7% | -17.4% | -21.3% |
| 6M | -46.4% | -10.6% | -35.8% | -43.7% |
| YTD | +11.0% | -9.4% | +20.4% | +8.9% |
| 1Y | +12.6% | -8.8% | +21.4% | +10.0% |
| All | +12.6% | -9.2% | +21.9% | +10.0% |
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 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