+627.7%
GEV vs BNS
+104.0%
+523.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.5% |
| 7D | +3.2% | -1.3% | +4.4% | +4.1% |
| 30D | -4.0% | +4.0% | -8.0% | -7.0% |
| 3M | +3.4% | +13.8% | -10.4% | -7.0% |
| 6M | +14.7% | +32.7% | -18.0% | -9.0% |
| YTD | +45.8% | +27.6% | +18.2% | +18.8% |
| 1Y | +57.4% | +47.4% | +10.0% | +14.6% |
| All | +627.7% | +104.0% | +523.7% | +289.7% |
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