+264.3%
GIS vs BNS
+1,463.9%
-1,199.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.5% |
| 7D | -8.6% | -1.3% | -7.3% | -8.4% |
| 30D | -0.5% | +4.0% | -4.5% | -1.3% |
| 3M | +11.9% | +13.8% | -1.9% | +9.2% |
| 6M | -11.6% | +32.7% | -44.3% | -16.1% |
| YTD | -16.3% | +27.6% | -43.9% | -20.1% |
| 1Y | -21.8% | +47.4% | -69.2% | -27.3% |
| 3Y | -35.7% | +129.0% | -164.6% | -45.1% |
| 5Y | -22.9% | +92.7% | -115.6% | -32.5% |
| 10Y | -16.8% | +182.1% | -198.9% | -33.8% |
| All | +264.3% | +1,463.9% | -1,199.6% | +113.6% |
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