+732.3%
GLD vs BNS
+670.4%
+61.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -2.6% |
| 7D | +2.8% | -1.1% | +3.9% | +2.9% |
| 30D | -4.0% | +4.7% | -8.7% | -4.2% |
| 3M | -8.2% | +5.5% | -13.8% | -8.6% |
| 6M | -14.8% | +21.7% | -36.5% | -15.9% |
| YTD | -6.8% | +29.5% | -36.3% | -8.3% |
| 1Y | -2.4% | +41.9% | -44.3% | -4.4% |
| 3Y | +105.8% | +148.5% | -42.7% | +95.6% |
| 5Y | +113.3% | +80.3% | +33.1% | +105.1% |
| 10Y | +208.4% | +184.7% | +23.7% | +189.7% |
| All | +732.3% | +670.4% | +61.8% | +584.8% |
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 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