+53.9%
GD vs BNS
+141.7%
-87.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.6% | -0.6% |
| 7D | -5.0% | -2.2% | -2.8% | -4.5% |
| 30D | +8.9% | +5.1% | +3.8% | +7.8% |
| 3M | -8.0% | +4.7% | -12.8% | -9.0% |
| 6M | +2.9% | +19.0% | -16.1% | -1.4% |
| YTD | +7.1% | +28.2% | -21.1% | +0.4% |
| 1Y | +5.9% | +43.4% | -37.5% | -3.6% |
| 3Y | +53.9% | +143.1% | -89.2% | +23.2% |
| All | +53.9% | +141.7% | -87.9% | +23.2% |
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