+246.5%
GM vs BN
+718.2%
-471.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +1.0% |
| 7D | +1.9% | -2.5% | +4.4% | +3.6% |
| 30D | -1.4% | -9.5% | +8.1% | +5.1% |
| 3M | +5.9% | -10.4% | +16.3% | +13.4% |
| 6M | +12.4% | -6.4% | +18.7% | +16.5% |
| YTD | +8.6% | -11.9% | +20.5% | +16.4% |
| 1Y | +52.6% | -8.6% | +61.2% | +58.7% |
| 3Y | +169.7% | +77.6% | +92.1% | +72.3% |
| 5Y | +87.5% | +37.0% | +50.5% | +40.9% |
| 10Y | +233.0% | +266.4% | -33.4% | +31.1% |
| All | +246.5% | +718.2% | -471.7% | -27.2% |
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