+147.5%
GE vs BNS
+188.9%
-41.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.8% | -0.7% |
| 7D | -4.0% | -0.4% | -3.6% | -3.7% |
| 30D | -11.4% | +3.5% | -14.9% | -13.9% |
| 3M | -2.6% | +14.1% | -16.7% | -12.6% |
| 6M | -0.3% | +33.8% | -34.1% | -20.8% |
| YTD | +5.4% | +29.5% | -24.1% | -14.4% |
| 1Y | +15.5% | +48.4% | -32.9% | -15.9% |
| 3Y | +260.8% | +129.6% | +131.2% | +80.4% |
| 5Y | +421.6% | +96.1% | +325.6% | +193.9% |
| All | +147.5% | +188.9% | -41.4% | +4.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling