+393.9%
GH vs BN
+161.0%
+232.9%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -1.5% |
| 7D | -1.2% | -5.9% | +4.6% | +2.8% |
| 30D | -3.7% | -15.1% | +11.4% | +7.0% |
| 3M | +21.7% | -14.6% | +36.2% | +34.3% |
| 6M | +75.7% | -8.4% | +84.2% | +85.3% |
| YTD | +55.7% | -16.8% | +72.5% | +73.9% |
| 1Y | +181.1% | -14.4% | +195.5% | +204.4% |
| 3Y | +371.6% | +70.1% | +301.5% | +209.8% |
| 5Y | +23.2% | +33.5% | -10.3% | -3.4% |
| All | +393.9% | +161.0% | +232.9% | +141.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling