+569.3%
GFI vs BNS
+1,486.6%
-917.3%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -1.9% | -1.5% |
| 7D | -4.9% | -0.4% | -4.5% | -4.7% |
| 30D | +10.7% | +3.5% | +7.3% | +9.2% |
| 3M | +25.6% | +14.1% | +11.6% | +19.3% |
| 6M | -8.3% | +33.8% | -42.0% | -17.7% |
| YTD | +6.3% | +29.5% | -23.1% | -3.4% |
| 1Y | +22.1% | +48.4% | -26.3% | +5.4% |
| 3Y | +289.2% | +129.6% | +159.6% | +184.3% |
| 5Y | +531.7% | +96.1% | +435.6% | +383.1% |
| 10Y | +1,043.8% | +186.2% | +857.6% | +617.6% |
| All | +569.3% | +1,486.6% | -917.3% | +104.7% |
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