+502.4%
GFI vs BNS
+94.7%
+407.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -1.9% | -1.6% |
| 7D | -4.9% | -0.4% | -4.5% | -4.7% |
| 30D | +10.7% | +3.5% | +7.3% | +8.4% |
| 3M | +25.6% | +14.1% | +11.6% | +16.4% |
| 6M | -8.3% | +33.8% | -42.0% | -21.7% |
| YTD | +6.3% | +29.5% | -23.1% | -7.7% |
| 1Y | +22.1% | +48.4% | -26.3% | -0.8% |
| 3Y | +289.2% | +129.6% | +159.6% | +154.3% |
| All | +502.4% | +94.7% | +407.8% | +300.0% |
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