+23.6%
GFS vs BN
-8.2%
+31.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.8% | +6.3% | +5.8% |
| 7D | +6.2% | -2.4% | +8.6% | +7.2% |
| 30D | -11.4% | +13.5% | -24.9% | -15.7% |
| 3M | -15.5% | -5.9% | -9.5% | -13.3% |
| 6M | -42.6% | -8.9% | -33.7% | -40.2% |
| YTD | +23.2% | -7.9% | +31.1% | +20.1% |
| 1Y | +23.6% | -8.3% | +31.9% | +20.9% |
| All | +23.6% | -8.2% | +31.8% | +20.9% |
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