-7.8%
GFS vs BNS
+78.4%
-86.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | 0.0% |
| 7D | +17.2% | +1.0% | +16.2% | +16.4% |
| 30D | -8.7% | +2.7% | -11.5% | -10.3% |
| 3M | -19.7% | +3.5% | -23.2% | -21.6% |
| 6M | -40.7% | +22.1% | -62.8% | -48.8% |
| YTD | +22.5% | +29.5% | -7.0% | +0.7% |
| 1Y | +25.2% | +40.7% | -15.5% | -3.3% |
| 3Y | -17.7% | +148.6% | -166.2% | -59.9% |
| 5Y | -23.5% | +79.6% | -103.2% | -40.6% |
| All | -7.8% | +78.4% | -86.2% | -28.0% |
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 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