+174.0%
GD vs BNS
+183.7%
-9.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.2% | +1.9% |
| 7D | -1.9% | -1.1% | -0.8% | -1.4% |
| 30D | +10.9% | +4.7% | +6.2% | +8.2% |
| 3M | -6.8% | +5.5% | -12.3% | -9.7% |
| 6M | +7.0% | +21.7% | -14.6% | -4.0% |
| YTD | +11.1% | +29.5% | -18.3% | -3.9% |
| 1Y | +7.0% | +41.9% | -34.9% | -12.0% |
| 3Y | +59.9% | +148.5% | -88.6% | -4.7% |
| 5Y | +102.5% | +80.3% | +22.2% | +42.6% |
| 10Y | +174.0% | +184.7% | -10.7% | +55.8% |
| All | +174.0% | +183.7% | -9.7% | +55.8% |
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 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