-42.6%
GFS vs BNS
+22.7%
-65.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.7% | +4.7% | +4.8% |
| 7D | +6.2% | -3.2% | +9.4% | +9.6% |
| 30D | -11.4% | +5.1% | -16.4% | -14.2% |
| 3M | -15.5% | +6.0% | -21.4% | -18.2% |
| 6M | -42.6% | +23.4% | -66.0% | -57.4% |
| All | -42.6% | +22.7% | -65.3% | -57.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling