-2.4%
GFS vs BN
+28.1%
-30.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.7% |
| 7D | +1.0% | -2.5% | +3.5% | +2.7% |
| 30D | -8.6% | -9.5% | +0.9% | -2.3% |
| 3M | -46.5% | -10.4% | -36.2% | -42.7% |
| 6M | -4.8% | -6.4% | +1.5% | -1.6% |
| YTD | +29.7% | -11.9% | +41.5% | +38.3% |
| 1Y | +35.8% | -8.6% | +44.5% | +40.9% |
| 3Y | -18.3% | +77.6% | -95.9% | -49.1% |
| All | -2.4% | +28.1% | -30.5% | -18.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling