+35.8%
GFS vs BNS
+50.5%
-14.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +2.3% |
| 7D | +1.0% | +1.5% | -0.5% | -0.1% |
| 30D | -8.6% | +6.0% | -14.5% | -11.9% |
| 3M | -46.5% | +16.3% | -62.9% | -51.9% |
| 6M | -4.8% | +27.3% | -32.1% | -21.6% |
| YTD | +29.7% | +28.5% | +1.2% | +5.8% |
| 1Y | +35.8% | +49.0% | -13.2% | -1.2% |
| All | +35.8% | +50.5% | -14.6% | -1.2% |
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