-2.4%
GFS vs BNS
+79.0%
-81.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +2.4% |
| 7D | +1.0% | +1.5% | -0.5% | -0.2% |
| 30D | -8.6% | +6.0% | -14.5% | -12.5% |
| 3M | -46.5% | +16.3% | -62.9% | -52.3% |
| 6M | -4.8% | +28.8% | -33.6% | -21.4% |
| YTD | +29.7% | +30.0% | -0.3% | +6.0% |
| 1Y | +35.8% | +50.7% | -14.9% | -0.7% |
| 3Y | -18.3% | +125.4% | -143.7% | -57.0% |
| All | -2.4% | +79.0% | -81.4% | -24.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling