-8.5%
GAP vs BNS
+49.3%
-57.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.7% | +2.2% | +2.5% |
| 7D | -4.1% | -0.4% | -3.7% | -3.9% |
| 30D | +6.2% | +3.5% | +2.8% | +4.4% |
| 3M | -0.7% | +14.1% | -14.8% | -9.9% |
| 6M | -7.1% | +33.8% | -40.9% | -25.5% |
| YTD | -14.1% | +29.5% | -43.5% | -30.0% |
| 1Y | -8.5% | +48.4% | -56.9% | -36.9% |
| All | -8.5% | +49.3% | -57.8% | -36.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling