+377.4%
GH vs BN
+79.0%
+298.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.3% | +1.3% |
| 7D | -2.1% | -1.2% | -0.9% | -1.4% |
| 30D | -4.5% | -10.9% | +6.5% | +2.4% |
| 3M | +28.9% | -11.1% | +40.0% | +38.0% |
| 6M | +76.5% | -4.4% | +80.9% | +80.5% |
| YTD | +57.6% | -14.1% | +71.7% | +71.4% |
| 1Y | +167.5% | -11.1% | +178.6% | +180.5% |
| 3Y | +377.4% | +75.6% | +301.8% | +182.8% |
| All | +377.4% | +79.0% | +298.4% | +182.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling