+17.5%
GFS vs BN
-6.6%
+24.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.8% | +1.1% | +3.5% |
| 7D | -3.1% | +3.6% | -6.8% | -4.2% |
| 30D | -16.0% | +15.9% | -31.9% | -20.7% |
| 3M | -24.7% | -2.3% | -22.4% | -23.8% |
| 6M | -45.1% | -8.4% | -36.7% | -42.8% |
| YTD | +16.5% | -5.9% | +22.3% | +12.7% |
| All | +17.5% | -6.6% | +24.1% | +14.0% |
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