-32.0%
GFS vs BNS
+81.6%
-113.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.8% | +3.1% | +3.5% |
| 7D | -3.1% | -0.8% | -2.4% | -2.5% |
| 30D | -16.0% | +5.5% | -21.6% | -19.1% |
| 3M | -24.7% | +6.0% | -30.7% | -27.8% |
| 6M | -45.1% | +22.6% | -67.7% | -52.8% |
| YTD | +16.5% | +30.5% | -14.0% | -4.9% |
| 1Y | +19.3% | +44.1% | -24.8% | -9.5% |
| 3Y | -20.0% | +150.8% | -170.7% | -61.3% |
| 5Y | -32.0% | +80.7% | -112.7% | -50.7% |
| All | -32.0% | +81.6% | -113.6% | -50.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling