+165.9%
GAP vs BNS
+1,492.9%
-1,327.1%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +1.3% |
| 7D | -4.5% | +1.5% | -6.0% | -5.4% |
| 30D | +9.0% | +6.0% | +3.1% | +4.5% |
| 3M | +5.0% | +16.3% | -11.3% | -5.7% |
| 6M | -17.8% | +28.8% | -46.6% | -30.9% |
| YTD | -10.4% | +30.0% | -40.4% | -25.2% |
| 1Y | -3.4% | +50.7% | -54.1% | -26.9% |
| 3Y | +111.5% | +125.4% | -13.9% | +22.0% |
| 5Y | +8.8% | +94.2% | -85.4% | -30.1% |
| 10Y | +32.9% | +182.8% | -149.9% | -29.8% |
| All | +165.9% | +1,492.9% | -1,327.1% | -50.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling