+328.7%
GGLL vs BNS
+117.1%
+211.5%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.2% | -1.4% |
| 7D | -4.8% | +1.5% | -6.3% | -5.9% |
| 30D | -13.7% | +6.0% | -19.6% | -18.0% |
| 3M | -21.9% | +16.3% | -38.2% | -31.6% |
| 6M | +11.7% | +28.8% | -17.1% | -10.2% |
| YTD | +2.3% | +30.0% | -27.7% | -18.5% |
| 1Y | +76.2% | +50.7% | +25.5% | +24.6% |
| 3Y | +245.0% | +125.4% | +119.6% | +76.9% |
| All | +328.7% | +117.1% | +211.5% | +132.5% |
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