-37.6%
GIS vs BNS
+130.5%
-168.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.3% |
| 7D | -6.4% | -0.4% | -6.0% | -6.4% |
| 30D | -6.1% | +3.5% | -9.6% | -6.2% |
| 3M | +7.8% | +14.1% | -6.2% | +7.0% |
| 6M | -8.8% | +33.8% | -42.6% | -10.6% |
| YTD | -19.1% | +29.5% | -48.6% | -20.7% |
| 1Y | -24.8% | +48.4% | -73.2% | -27.4% |
| 3Y | -37.6% | +129.6% | -167.2% | -41.8% |
| All | -37.6% | +130.5% | -168.0% | -41.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling