+194.0%
GGLL vs BNS
+116.3%
+77.7%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | 0.0% |
| 7D | +5.1% | -1.1% | +6.2% | +6.1% |
| 30D | -35.5% | +4.7% | -40.2% | -38.0% |
| 3M | -39.2% | +5.5% | -44.7% | -42.1% |
| 6M | -54.4% | +21.7% | -76.0% | -61.7% |
| YTD | -29.8% | +29.5% | -59.3% | -44.0% |
| 1Y | -20.4% | +41.9% | -62.3% | -41.0% |
| 3Y | +149.7% | +148.5% | +1.2% | +17.0% |
| All | +194.0% | +116.3% | +77.7% | +59.7% |
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