-22.1%
GFS vs BNS
+130.3%
-152.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.8% | +0.4% |
| 7D | +2.6% | +1.8% | +0.8% | +1.5% |
| 30D | -16.4% | +4.5% | -20.9% | -18.7% |
| 3M | -41.6% | +15.8% | -57.4% | -46.7% |
| 6M | -3.7% | +31.5% | -35.2% | -18.8% |
| YTD | +29.3% | +28.6% | +0.7% | +10.0% |
| 1Y | +37.1% | +48.2% | -11.1% | +7.3% |
| 3Y | -22.1% | +130.8% | -152.9% | -53.7% |
| All | -22.1% | +130.3% | -152.4% | -53.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling