-26.9%
GPN vs BN
+69.2%
-96.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +2.4% |
| 7D | -3.5% | -5.9% | +2.4% | -0.2% |
| 30D | +3.1% | -15.1% | +18.2% | +12.8% |
| 3M | +42.3% | -14.6% | +56.9% | +55.1% |
| 6M | +20.9% | -8.4% | +29.3% | +26.1% |
| YTD | +15.2% | -16.8% | +32.0% | +26.1% |
| 1Y | +5.4% | -14.4% | +19.8% | +13.1% |
| All | -26.9% | +69.2% | -96.1% | -45.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling