+25.3%
GPN vs BN
+265.2%
-239.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.6% |
| 7D | -4.6% | -5.2% | +0.6% | -1.2% |
| 30D | -0.3% | -14.5% | +14.2% | +10.4% |
| 3M | +35.4% | -15.0% | +50.4% | +50.2% |
| 6M | +21.7% | -5.4% | +27.1% | +25.2% |
| YTD | +14.9% | -16.4% | +31.3% | +27.3% |
| 1Y | +3.2% | -16.2% | +19.4% | +13.8% |
| 3Y | -27.1% | +67.5% | -94.7% | -51.2% |
| 5Y | -44.4% | +34.1% | -78.5% | -57.7% |
| All | +25.3% | +265.2% | -239.8% | -49.2% |
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 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