+191.5%
GD vs BNS
+179.0%
+12.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.2% |
| 7D | -5.3% | +1.5% | -6.8% | -6.0% |
| 30D | -6.4% | +6.0% | -12.4% | -9.4% |
| 3M | +5.7% | +16.3% | -10.6% | -2.7% |
| 6M | -0.9% | +28.8% | -29.7% | -13.7% |
| YTD | +8.2% | +30.0% | -21.8% | -6.5% |
| 1Y | +13.4% | +50.7% | -37.3% | -9.4% |
| 3Y | +68.5% | +125.4% | -56.9% | +6.2% |
| 5Y | +97.2% | +94.2% | +2.9% | +32.8% |
| All | +191.5% | +179.0% | +12.5% | +60.1% |
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 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