+309.0%
GGLL vs BNS
+113.2%
+195.8%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.8% | -3.7% | -3.9% |
| 7D | -3.9% | -1.3% | -2.6% | -2.8% |
| 30D | -15.4% | +4.0% | -19.4% | -18.4% |
| 3M | -21.9% | +13.8% | -35.7% | -30.4% |
| 6M | +4.5% | +32.7% | -28.2% | -17.8% |
| YTD | -2.4% | +27.6% | -30.0% | -21.1% |
| 1Y | +57.8% | +47.4% | +10.4% | +13.7% |
| 3Y | +227.2% | +129.0% | +98.2% | +64.8% |
| All | +309.0% | +113.2% | +195.8% | +125.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling