+21.1%
GEN vs BNS
+91.0%
-69.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.2% |
| 7D | -2.9% | -1.3% | -1.6% | -2.3% |
| 30D | +2.1% | +4.0% | -2.0% | +0.2% |
| 3M | +19.7% | +13.8% | +5.9% | +12.6% |
| 6M | +33.3% | +32.7% | +0.6% | +16.2% |
| YTD | +11.1% | +27.6% | -16.5% | -1.5% |
| 1Y | +3.0% | +47.4% | -44.4% | -15.1% |
| 3Y | +57.9% | +129.0% | -71.1% | +3.1% |
| All | +21.1% | +91.0% | -69.9% | -16.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling