+401.3%
GH vs BN
+176.5%
+224.8%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.4% |
| 7D | -0.1% | -2.5% | +2.4% | +1.5% |
| 30D | -1.1% | -9.5% | +8.4% | +5.4% |
| 3M | +21.3% | -10.4% | +31.7% | +29.8% |
| 6M | +73.5% | -6.4% | +79.9% | +80.3% |
| YTD | +58.0% | -11.9% | +69.9% | +69.9% |
| 1Y | +163.1% | -8.6% | +171.7% | +172.6% |
| 3Y | +361.0% | +77.6% | +283.5% | +194.3% |
| 5Y | +22.5% | +37.0% | -14.5% | -6.2% |
| All | +401.3% | +176.5% | +224.8% | +136.2% |
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