+33.1%
GDDY vs BNS
+130.5%
-97.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.6% |
| 7D | -3.2% | -0.4% | -2.8% | -3.1% |
| 30D | +6.8% | +3.5% | +3.4% | +6.2% |
| 3M | +30.5% | +14.1% | +16.4% | +26.9% |
| 6M | +13.3% | +33.8% | -20.5% | +5.4% |
| YTD | -21.0% | +29.5% | -50.4% | -26.0% |
| 1Y | -34.0% | +48.4% | -82.4% | -41.0% |
| 3Y | +33.1% | +129.6% | -96.5% | +1.1% |
| All | +33.1% | +130.5% | -97.4% | +1.1% |
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 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