+1,103.5%
GD vs BNS
+1,470.7%
-367.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.6% | -0.6% |
| 7D | -5.0% | -2.2% | -2.8% | -4.2% |
| 30D | +8.9% | +5.1% | +3.8% | +6.6% |
| 3M | -8.0% | +4.7% | -12.8% | -10.2% |
| 6M | +2.9% | +19.0% | -16.1% | -5.0% |
| YTD | +7.1% | +28.2% | -21.1% | -4.6% |
| 1Y | +5.9% | +43.4% | -37.5% | -10.1% |
| 3Y | +53.9% | +143.1% | -89.2% | +2.8% |
| 5Y | +95.4% | +77.3% | +18.1% | +47.8% |
| 10Y | +193.5% | +183.5% | +10.0% | +78.8% |
| All | +1,103.5% | +1,470.7% | -367.1% | +413.1% |
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