+27.9%
GAP vs BNS
+188.9%
-161.0%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.7% | +2.2% | +2.2% |
| 7D | -4.1% | -0.4% | -3.7% | -3.7% |
| 30D | +6.2% | +3.5% | +2.8% | +2.0% |
| 3M | -0.7% | +14.1% | -14.8% | -14.2% |
| 6M | -7.1% | +33.8% | -40.9% | -31.9% |
| YTD | -14.1% | +29.5% | -43.5% | -35.0% |
| 1Y | -8.5% | +48.4% | -56.9% | -39.9% |
| 3Y | +115.4% | +129.6% | -14.2% | -12.1% |
| 5Y | +9.8% | +96.1% | -86.3% | -47.1% |
| All | +27.9% | +188.9% | -161.0% | -53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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