+56.0%
GD vs BNS
+150.0%
-93.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -1.0% |
| 7D | +1.9% | +1.0% | +0.9% | +1.7% |
| 30D | +9.2% | +2.7% | +6.5% | +8.6% |
| 3M | -7.5% | +3.5% | -10.9% | -8.1% |
| 6M | +5.8% | +22.1% | -16.3% | +0.8% |
| YTD | +9.8% | +29.5% | -19.7% | +2.7% |
| 1Y | +5.8% | +40.7% | -34.9% | -3.2% |
| All | +56.0% | +150.0% | -93.9% | +24.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling