+1,115.8%
GD vs BNS
+1,492.9%
-377.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.3% |
| 7D | -5.3% | +1.5% | -6.8% | -5.9% |
| 30D | -6.4% | +6.0% | -12.4% | -8.9% |
| 3M | +5.7% | +16.3% | -10.6% | -1.3% |
| 6M | -0.9% | +28.8% | -29.7% | -11.6% |
| YTD | +8.2% | +30.0% | -21.8% | -4.0% |
| 1Y | +13.4% | +50.7% | -37.3% | -5.6% |
| 3Y | +68.5% | +125.4% | -56.9% | +16.3% |
| 5Y | +97.2% | +94.2% | +2.9% | +43.4% |
| 10Y | +190.2% | +182.8% | +7.4% | +77.1% |
| All | +1,115.8% | +1,492.9% | -377.2% | +416.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling