+328.4%
GGLL vs BNS
+114.9%
+213.5%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +1.0% | +0.8% |
| 7D | +1.9% | +1.8% | +0.1% | +0.4% |
| 30D | -9.7% | +4.5% | -14.2% | -13.3% |
| 3M | -18.0% | +15.8% | -33.8% | -28.0% |
| 6M | +15.3% | +31.5% | -16.2% | -8.8% |
| YTD | +2.2% | +28.6% | -26.4% | -17.9% |
| 1Y | +73.1% | +48.2% | +24.9% | +24.1% |
| 3Y | +242.7% | +130.8% | +111.9% | +71.4% |
| All | +328.4% | +114.9% | +213.5% | +134.3% |
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