-30.1%
GFS vs BN
+31.1%
-61.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.6% | -1.1% | -1.6% |
| 7D | +7.4% | -1.0% | +8.4% | +8.1% |
| 30D | -15.3% | +14.0% | -29.2% | -23.1% |
| 3M | -21.1% | -9.0% | -12.1% | -16.5% |
| 6M | -44.5% | -8.8% | -35.7% | -41.7% |
| YTD | +19.2% | -10.3% | +29.5% | +24.8% |
| 1Y | +27.2% | -5.8% | +33.1% | +28.4% |
| 3Y | -20.1% | +94.8% | -114.9% | -53.9% |
| All | -30.1% | +31.1% | -61.2% | -45.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling