+164.9%
GD vs BNS
+188.0%
-23.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.8% |
| 7D | +1.9% | +1.0% | +0.9% | +1.4% |
| 30D | +9.2% | +2.7% | +6.5% | +7.6% |
| 3M | -7.5% | +3.5% | -10.9% | -9.5% |
| 6M | +5.8% | +22.1% | -16.3% | -5.3% |
| YTD | +9.8% | +29.5% | -19.7% | -5.1% |
| 1Y | +5.8% | +40.7% | -34.9% | -12.6% |
| 3Y | +58.0% | +148.6% | -90.6% | -6.0% |
| 5Y | +100.4% | +79.6% | +20.8% | +41.4% |
| All | +164.9% | +188.0% | -23.1% | +45.7% |
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