+57.7%
GEV vs BNS
+50.5%
+7.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.8% |
| 7D | +3.3% | +1.5% | +1.7% | +2.2% |
| 30D | -7.5% | +6.0% | -13.4% | -11.0% |
| 3M | -2.2% | +16.3% | -18.5% | -13.0% |
| 6M | +12.1% | +27.3% | -15.2% | -8.7% |
| YTD | +44.4% | +28.5% | +15.9% | +16.1% |
| 1Y | +57.7% | +49.0% | +8.7% | +22.7% |
| All | +57.7% | +50.5% | +7.2% | +22.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling