-43.7%
GPN vs BN
+33.2%
-76.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.5% | -0.3% |
| 7D | -4.3% | -5.2% | +0.9% | -1.2% |
| 30D | 0.0% | -14.5% | +14.5% | +9.8% |
| 3M | +35.8% | -15.0% | +50.8% | +49.5% |
| 6M | +22.0% | -5.4% | +27.4% | +25.3% |
| YTD | +15.2% | -16.4% | +31.6% | +26.8% |
| 1Y | +3.5% | -16.2% | +19.7% | +13.4% |
| 3Y | -26.9% | +67.5% | -94.5% | -49.3% |
| All | -43.7% | +33.2% | -76.8% | -56.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling