+405.5%
GH vs BNS
+135.3%
+270.3%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.6% |
| 7D | -0.2% | -1.3% | +1.1% | +0.6% |
| 30D | -2.6% | +4.0% | -6.7% | -5.2% |
| 3M | +25.1% | +13.8% | +11.3% | +15.4% |
| 6M | +78.5% | +32.7% | +45.8% | +50.5% |
| YTD | +59.4% | +27.6% | +31.8% | +37.1% |
| 1Y | +173.9% | +47.4% | +126.5% | +115.5% |
| 3Y | +382.7% | +129.0% | +253.8% | +194.4% |
| 5Y | +24.4% | +92.7% | -68.3% | -17.0% |
| All | +405.5% | +135.3% | +270.3% | +264.6% |
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