+371.1%
GH vs BN
+181.6%
+189.6%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.0% |
| 7D | +0.6% | -1.0% | +1.5% | +1.3% |
| 30D | -6.9% | +14.0% | -20.9% | -15.1% |
| 3M | -4.9% | -9.0% | +4.1% | +0.1% |
| 6M | +54.1% | -8.8% | +62.9% | +61.6% |
| YTD | +48.5% | -10.3% | +58.8% | +56.4% |
| 1Y | +61.2% | -5.8% | +67.0% | +64.1% |
| 3Y | +570.3% | +94.8% | +475.6% | +300.0% |
| 5Y | +46.1% | +31.5% | +14.7% | +12.8% |
| All | +371.1% | +181.6% | +189.6% | +117.4% |
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