+186.9%
BNS vs GWRE
+131.0%
+55.9%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.6% |
| 7D | -0.4% | -13.2% | +12.8% | +1.7% |
| 30D | +3.5% | -18.6% | +22.0% | +5.9% |
| 3M | +14.1% | +18.9% | -4.8% | +9.3% |
| 6M | +33.8% | -11.0% | +44.7% | +33.0% |
| YTD | +29.5% | -29.9% | +59.3% | +34.0% |
| 1Y | +48.4% | -44.3% | +92.7% | +60.5% |
| 3Y | +129.6% | +51.7% | +77.9% | +92.0% |
| 5Y | +96.1% | +15.4% | +80.6% | +70.2% |
| All | +186.9% | +131.0% | +55.9% | +105.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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