-16.4%
GFS vs BN
+31.7%
-48.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.9% | +7.1% | +6.8% |
| 7D | -7.8% | +5.3% | -13.2% | -11.5% |
| 30D | -19.7% | +11.9% | -31.6% | -26.2% |
| 3M | -23.1% | -5.7% | -17.4% | -20.6% |
| 6M | -46.4% | -10.6% | -35.8% | -42.9% |
| YTD | +11.0% | -9.4% | +20.4% | +15.4% |
| 1Y | +12.6% | -8.8% | +21.4% | +16.4% |
| 3Y | -24.9% | +95.6% | -120.6% | -56.4% |
| 5Y | -39.1% | +30.2% | -69.2% | -50.2% |
| All | -16.4% | +31.7% | -48.2% | -31.7% |
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