+312.3%
GE vs BNS
+1,485.2%
-1,172.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | +2.7% | +0.9% | +1.7% | +2.1% |
| 30D | +8.1% | +2.8% | +5.3% | +6.2% |
| 3M | -7.9% | +3.0% | -10.9% | -9.7% |
| 6M | +12.9% | +23.3% | -10.4% | -1.9% |
| YTD | +8.2% | +29.3% | -21.2% | -8.8% |
| 1Y | +9.7% | +41.7% | -32.0% | -13.0% |
| 3Y | +266.1% | +147.7% | +118.4% | +97.7% |
| 5Y | +407.4% | +79.4% | +328.0% | +236.1% |
| 10Y | +150.3% | +188.5% | -38.2% | +22.6% |
| All | +312.3% | +1,485.2% | -1,172.9% | -42.3% |
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