+318.3%
GE vs BNS
+1,492.9%
-1,174.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.9% |
| 7D | -1.6% | +1.5% | -3.1% | -2.6% |
| 30D | -11.6% | +6.0% | -17.5% | -15.0% |
| 3M | +3.0% | +16.3% | -13.3% | -7.0% |
| 6M | -0.5% | +28.8% | -29.3% | -15.7% |
| YTD | +9.7% | +30.0% | -20.2% | -7.8% |
| 1Y | +20.0% | +50.7% | -30.7% | -8.7% |
| 3Y | +275.8% | +125.4% | +150.5% | +115.5% |
| 5Y | +429.1% | +94.2% | +334.8% | +232.5% |
| 10Y | +151.2% | +182.8% | -31.7% | +24.3% |
| All | +318.3% | +1,492.9% | -1,174.6% | -41.7% |
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