-0.8%
GFS vs BNS
+75.7%
-76.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.5% |
| 7D | +4.5% | -1.3% | +5.8% | +5.5% |
| 30D | -8.2% | +4.0% | -12.2% | -11.0% |
| 3M | -38.9% | +13.8% | -52.6% | -44.6% |
| 6M | -2.9% | +32.7% | -35.6% | -21.5% |
| YTD | +31.8% | +27.6% | +4.2% | +9.1% |
| 1Y | +43.1% | +47.4% | -4.3% | +6.4% |
| 3Y | -20.6% | +129.0% | -149.6% | -58.9% |
| All | -0.8% | +75.7% | -76.6% | -21.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling