-12.2%
GGLL vs BNS
+52.0%
-64.2%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +3.0% | +3.6% | +4.2% |
| 7D | -23.1% | +2.0% | -25.1% | -24.4% |
| 30D | -32.9% | +7.8% | -40.7% | -37.0% |
| 3M | -44.9% | +11.7% | -56.5% | -49.9% |
| 6M | -49.5% | +28.2% | -77.8% | -61.0% |
| YTD | -28.9% | +34.8% | -63.7% | -48.9% |
| 1Y | -12.2% | +51.1% | -63.2% | -33.9% |
| All | -12.2% | +52.0% | -64.2% | -33.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling