+6.8%
GAP vs BNS
+92.5%
-85.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.8% |
| 7D | -6.3% | -2.2% | -4.1% | -4.6% |
| 30D | -0.2% | +4.5% | -4.7% | -4.5% |
| 3M | 0.0% | +14.9% | -14.9% | -12.4% |
| 6M | -8.1% | +32.5% | -40.6% | -29.1% |
| YTD | -16.5% | +28.6% | -45.1% | -34.0% |
| 1Y | -10.5% | +48.4% | -58.8% | -38.0% |
| 3Y | +104.0% | +130.8% | -26.8% | -8.3% |
| 5Y | +6.8% | +94.8% | -88.0% | -42.8% |
| All | +6.8% | +92.5% | -85.8% | -42.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling