+7.0%
GD vs BNS
+42.9%
-35.8%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.2% | +1.6% |
| 7D | -1.9% | -1.1% | -0.8% | -1.7% |
| 30D | +10.9% | +4.7% | +6.2% | +10.4% |
| 3M | -6.8% | +5.5% | -12.3% | -7.0% |
| 6M | +7.0% | +21.7% | -14.6% | +3.9% |
| YTD | +11.1% | +29.5% | -18.3% | +5.5% |
| 1Y | +7.0% | +41.9% | -34.9% | -0.8% |
| All | +7.0% | +42.9% | -35.8% | -0.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling