+231.1%
GM vs BN
+265.2%
-34.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.9% |
| 7D | -2.4% | -5.2% | +2.7% | +1.0% |
| 30D | -1.1% | -14.5% | +13.4% | +9.4% |
| 3M | +6.1% | -15.0% | +21.1% | +17.8% |
| 6M | +15.0% | -5.4% | +20.4% | +18.5% |
| YTD | +6.0% | -16.4% | +22.4% | +17.7% |
| 1Y | +47.1% | -16.2% | +63.3% | +62.1% |
| 3Y | +170.5% | +67.5% | +103.0% | +76.4% |
| 5Y | +80.5% | +34.1% | +46.4% | +35.8% |
| All | +231.1% | +265.2% | -34.1% | +47.3% |
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