+24.4%
GH vs BNS
+94.7%
-70.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.6% |
| 7D | -2.5% | -0.4% | -2.1% | -2.2% |
| 30D | -4.7% | +3.5% | -8.1% | -7.8% |
| 3M | +20.2% | +14.1% | +6.2% | +6.9% |
| 6M | +78.8% | +33.8% | +45.0% | +38.8% |
| YTD | +54.1% | +29.5% | +24.6% | +22.4% |
| 1Y | +177.1% | +48.4% | +128.7% | +93.9% |
| 3Y | +371.6% | +129.6% | +242.0% | +121.8% |
| All | +24.4% | +94.7% | -70.2% | -19.7% |
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